-4.0%
M vs GPC
+83.6%
-87.6%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +1.7% |
| 7D | +4.7% | +1.2% | +3.5% | +3.7% |
| 30D | -9.6% | +6.0% | -15.6% | -13.8% |
| 3M | +0.9% | +42.6% | -41.8% | -26.0% |
| 6M | +22.3% | +22.8% | -0.5% | +0.8% |
| YTD | +6.5% | +15.5% | -8.9% | -10.2% |
| 1Y | +38.8% | +2.0% | +36.7% | +30.0% |
| 3Y | +115.9% | -1.4% | +117.3% | +93.4% |
| 5Y | +28.6% | +30.6% | -2.0% | -11.3% |
| All | -4.0% | +83.6% | -87.6% | -54.9% |
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