+303.3%
LOW vs GPC
+85.0%
+218.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | +8.7% | +0.4% | +8.3% | +8.5% |
| 30D | +25.5% | -1.8% | +27.3% | +26.6% |
| 3M | +6.6% | -6.6% | +13.2% | +10.6% |
| 6M | +2.4% | +21.3% | -18.9% | -8.5% |
| YTD | -1.7% | +4.3% | -6.0% | -5.8% |
| 1Y | +1.7% | +3.3% | -1.6% | -2.0% |
| 3Y | +26.6% | +0.8% | +25.8% | +18.9% |
| 5Y | +10.1% | +7.4% | +2.7% | -1.6% |
| 10Y | +303.3% | +79.2% | +224.0% | +145.7% |
| All | +303.3% | +85.0% | +218.3% | +145.7% |
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