-8.1%
M vs GPC
+74.9%
-83.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.2% |
| 7D | +7.0% | +0.4% | +6.6% | +6.8% |
| 30D | +8.9% | -6.3% | +15.2% | +14.7% |
| 3M | +4.5% | -8.2% | +12.7% | +11.5% |
| 6M | +36.2% | +27.1% | +9.1% | +8.9% |
| YTD | +15.1% | +3.1% | +12.0% | +5.8% |
| 1Y | +27.4% | +0.1% | +27.4% | +20.4% |
| 3Y | +160.1% | +0.2% | +159.9% | +127.4% |
| 5Y | -1.6% | +4.9% | -6.4% | -18.2% |
| All | -8.1% | +74.9% | -83.0% | -53.7% |
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