+612.3%
LULU vs GPC
+403.4%
+208.9%
-92.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.2% | -3.9% |
| 7D | -16.9% | -0.6% | -16.3% | -16.8% |
| 30D | -22.0% | +1.3% | -23.3% | -22.9% |
| 3M | -17.8% | +37.1% | -54.9% | -34.2% |
| 6M | -41.3% | +23.2% | -64.5% | -49.7% |
| YTD | -52.0% | +13.1% | -65.1% | -57.3% |
| 1Y | -39.8% | +0.9% | -40.7% | -42.2% |
| 3Y | -74.8% | -0.8% | -74.0% | -76.9% |
| 5Y | -76.3% | +31.1% | -107.4% | -82.3% |
| 10Y | +53.9% | +87.4% | -33.5% | -25.1% |
| All | +612.3% | +403.4% | +208.9% | +3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling