+233.8%
LOW vs GPC
+83.6%
+150.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.9% | -2.0% | -1.6% |
| 7D | -0.6% | -0.6% | 0.0% | -0.3% |
| 30D | -9.3% | +1.3% | -10.6% | -9.9% |
| 3M | -8.1% | +37.1% | -45.2% | -23.1% |
| 6M | -19.8% | +23.2% | -42.9% | -28.9% |
| YTD | -16.4% | +13.1% | -29.4% | -23.2% |
| 1Y | -24.7% | +0.9% | -25.5% | -26.4% |
| 3Y | -8.8% | -0.8% | -8.0% | -13.7% |
| 5Y | +7.8% | +31.1% | -23.3% | -14.1% |
| 10Y | +233.8% | +87.4% | +146.5% | +105.4% |
| All | +233.8% | +83.6% | +150.2% | +105.4% |
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