+192.3%
NI vs GPC
+78.6%
+113.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.3% | +0.8% |
| 7D | +0.6% | -2.1% | +2.7% | +1.2% |
| 30D | +11.2% | -4.5% | +15.8% | +12.6% |
| 3M | +9.2% | -7.7% | +16.8% | +11.5% |
| 6M | -1.8% | +24.3% | -26.1% | -8.9% |
| YTD | +12.0% | +3.5% | +8.5% | +8.7% |
| 1Y | +6.4% | +0.7% | +5.7% | +4.1% |
| 3Y | +99.4% | 0.0% | +99.4% | +89.3% |
| 5Y | +113.1% | +5.8% | +107.3% | +94.6% |
| 10Y | +192.3% | +75.8% | +116.5% | +105.8% |
| All | +192.3% | +78.6% | +113.7% | +105.8% |
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