+0.5%
M vs GPC
+93.7%
-93.2%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +2.3% | +5.8% | +6.2% |
| 7D | +2.5% | +0.8% | +1.7% | +2.2% |
| 30D | +10.1% | -1.1% | +11.1% | +11.0% |
| 3M | -0.9% | -6.6% | +5.7% | +4.4% |
| 6M | +30.2% | +22.2% | +7.9% | +7.6% |
| YTD | +16.3% | +5.1% | +11.2% | +5.3% |
| 1Y | +27.0% | +2.8% | +24.2% | +17.2% |
| 3Y | +154.5% | +2.4% | +152.1% | +118.5% |
| 5Y | -1.1% | +7.8% | -8.8% | -19.7% |
| 10Y | +0.5% | +87.2% | -86.7% | -52.4% |
| All | +0.5% | +93.7% | -93.2% | -52.4% |
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