+456.0%
M vs GPC
+1,803.0%
-1,347.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.3% | -4.7% |
| 7D | -2.1% | +1.7% | -3.8% | -3.3% |
| 30D | +7.7% | -2.3% | +10.0% | +9.5% |
| 3M | -4.4% | -4.5% | +0.1% | -1.3% |
| 6M | +27.5% | +21.6% | +5.9% | +6.4% |
| YTD | +12.8% | +4.0% | +8.7% | +3.4% |
| 1Y | +20.7% | +3.5% | +17.2% | +11.2% |
| 3Y | +111.3% | +2.1% | +109.1% | +85.7% |
| 5Y | -6.3% | +5.5% | -11.8% | -18.9% |
| 10Y | +1.5% | +90.7% | -89.3% | -44.9% |
| All | +456.0% | +1,803.0% | -1,347.0% | -8.8% |
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