+191.9%
NI vs GPC
+74.2%
+117.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | +3.1% | -1.3% | +4.4% | +3.5% |
| 30D | +11.2% | -6.0% | +17.2% | +13.1% |
| 3M | +9.8% | -7.6% | +17.5% | +12.1% |
| 6M | -1.6% | +24.2% | -25.8% | -8.6% |
| YTD | +12.6% | +2.7% | +9.9% | +9.6% |
| 1Y | +7.8% | +0.2% | +7.6% | +5.6% |
| 3Y | +100.5% | -0.8% | +101.3% | +90.8% |
| 5Y | +114.4% | +4.4% | +110.0% | +96.6% |
| All | +191.9% | +74.2% | +117.7% | +106.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling