+2,327.9%
NDAQ vs GPC
+751.4%
+1,576.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.4% |
| 7D | -2.4% | +1.2% | -3.6% | -3.1% |
| 30D | +2.5% | +6.0% | -3.5% | -0.7% |
| 3M | +9.9% | +42.6% | -32.7% | -9.7% |
| 6M | +9.4% | +22.8% | -13.3% | -3.6% |
| YTD | +0.4% | +15.5% | -15.0% | -10.1% |
| 1Y | +4.0% | +2.0% | +2.0% | -0.7% |
| 3Y | +94.4% | -1.4% | +95.8% | +79.1% |
| 5Y | +56.7% | +30.6% | +26.1% | +18.8% |
| 10Y | +375.3% | +80.6% | +294.7% | +164.8% |
| All | +2,327.9% | +751.4% | +1,576.5% | +411.4% |
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 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