-2.4%
M vs GPC
+6.4%
-8.8%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.4% |
| 7D | -3.3% | -2.1% | -1.2% | -1.9% |
| 30D | +8.1% | -4.5% | +12.6% | +11.3% |
| 3M | +2.2% | -7.7% | +9.9% | +7.3% |
| 6M | +35.1% | +24.3% | +10.8% | +14.8% |
| YTD | +15.8% | +3.5% | +12.4% | +8.0% |
| 1Y | +25.8% | +0.7% | +25.1% | +19.8% |
| 3Y | +156.2% | 0.0% | +156.3% | +124.8% |
| 5Y | -2.4% | +5.8% | -8.2% | -34.5% |
| All | -2.4% | +6.4% | -8.8% | -34.5% |
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