+112.5%
NET vs GPC
+30.9%
+81.6%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -7.0% | +0.4% | -7.4% | -7.2% |
| 30D | -4.8% | +5.1% | -9.9% | -7.0% |
| 3M | +3.8% | +41.5% | -37.7% | -12.4% |
| 6M | +50.0% | +21.8% | +28.2% | +35.3% |
| YTD | +41.5% | +14.6% | +26.9% | +29.2% |
| 1Y | +32.8% | +1.3% | +31.6% | +29.4% |
| 3Y | +335.9% | -1.4% | +337.3% | +306.8% |
| All | +112.5% | +30.9% | +81.6% | +39.4% |
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