+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 all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | -7.0% | +0.4% | -7.4% | -7.1% |
| 30D | -4.8% | +5.1% | -9.9% | -6.0% |
| 3M | +3.8% | +41.5% | -37.7% | -5.4% |
| 6M | +50.0% | +21.8% | +28.2% | +41.7% |
| YTD | +41.5% | +14.6% | +26.9% | +34.9% |
| 1Y | +32.8% | +1.3% | +31.6% | +30.8% |
| 3Y | +335.9% | -1.4% | +337.3% | +321.4% |
| 5Y | +113.8% | +30.6% | +83.2% | +101.4% |
| All | +1,449.6% | +72.5% | +1,377.0% | +1,353.9% |
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