+53.8%
NDAQ vs GPC
+29.0%
+24.8%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -1.2% |
| 7D | -2.6% | +0.2% | -2.8% | -2.6% |
| 30D | +0.5% | -0.4% | +0.9% | +0.5% |
| 3M | +9.9% | +39.2% | -29.3% | +0.9% |
| 6M | +8.2% | +18.2% | -10.0% | +3.4% |
| YTD | -1.5% | +12.1% | -13.6% | -5.6% |
| 1Y | +1.3% | -0.7% | +2.0% | +0.6% |
| 3Y | +92.6% | -1.7% | +94.3% | +85.9% |
| 5Y | +53.8% | +29.3% | +24.5% | +29.4% |
| All | +53.8% | +29.0% | +24.8% | +29.4% |
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 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