-60.3%
MKTX vs GPC
+29.3%
-89.6%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | 0.0% |
| 7D | -0.2% | -1.8% | +1.6% | +0.1% |
| 30D | +0.8% | +0.1% | +0.7% | +0.8% |
| 3M | +41.1% | +37.4% | +3.8% | +32.1% |
| 6M | -9.5% | +25.4% | -35.0% | -13.9% |
| YTD | -8.7% | +12.2% | -20.9% | -11.6% |
| 1Y | -10.0% | -0.3% | -9.6% | -10.5% |
| 3Y | -24.6% | -1.6% | -23.0% | -26.0% |
| 5Y | -60.3% | +31.0% | -91.3% | -66.1% |
| All | -60.3% | +29.3% | -89.6% | -66.1% |
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