+1,449.6%
NET vs GPC
+72.5%
+1,377.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.2% |
| 7D | -7.0% | +1.2% | -8.2% | -7.3% |
| 30D | -4.8% | +6.0% | -10.8% | -6.2% |
| 3M | +3.8% | +42.6% | -38.8% | -5.6% |
| 6M | +50.0% | +22.8% | +27.3% | +41.4% |
| YTD | +41.5% | +15.5% | +26.0% | +34.7% |
| 1Y | +32.8% | +2.0% | +30.8% | +30.6% |
| 3Y | +335.9% | -1.4% | +337.3% | +321.5% |
| 5Y | +113.8% | +30.6% | +83.2% | +101.5% |
| All | +1,449.6% | +72.5% | +1,377.0% | +1,354.4% |
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 2016-09-04 to 2026-09-04: 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling