+87.7%
IYR vs GPC
+78.6%
+9.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.1% |
| 7D | -1.2% | -2.1% | +0.9% | -0.4% |
| 30D | +6.1% | -4.5% | +10.6% | +7.8% |
| 3M | +0.9% | -7.7% | +8.6% | +3.7% |
| 6M | +1.2% | +24.3% | -23.1% | -8.0% |
| YTD | +11.1% | +3.5% | +7.7% | +7.0% |
| 1Y | +9.0% | +0.7% | +8.2% | +5.9% |
| 3Y | +41.4% | 0.0% | +41.4% | +33.1% |
| 5Y | +6.7% | +5.8% | +0.8% | -3.5% |
| 10Y | +87.7% | +75.8% | +11.9% | +26.3% |
| All | +87.7% | +78.6% | +9.1% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling