-76.7%
LULU vs GPC
+29.4%
-106.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.5% | +2.3% |
| 7D | -1.6% | -3.2% | +1.6% | -0.2% |
| 30D | -18.1% | +0.5% | -18.6% | -18.5% |
| 3M | -18.8% | +31.7% | -50.5% | -29.8% |
| 6M | -39.2% | +24.7% | -63.9% | -46.0% |
| YTD | -52.4% | +11.8% | -64.1% | -56.2% |
| 1Y | -40.3% | -3.0% | -37.3% | -40.8% |
| 3Y | -75.1% | -1.1% | -74.0% | -76.5% |
| All | -76.7% | +29.4% | -106.1% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling