+78.2%
O vs GPC
+93.7%
-15.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.3% | -1.5% | -0.1% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | +10.3% | -1.1% | +11.4% | +10.6% |
| 3M | -3.5% | -6.6% | +3.2% | -1.1% |
| 6M | -1.3% | +22.2% | -23.5% | -10.0% |
| YTD | +10.3% | +5.1% | +5.3% | +5.3% |
| 1Y | +10.4% | +2.8% | +7.6% | +6.3% |
| 3Y | +40.0% | +2.4% | +37.6% | +29.4% |
| 5Y | +12.4% | +7.8% | +4.6% | -2.1% |
| 10Y | +78.2% | +87.2% | -9.0% | +7.0% |
| All | +78.2% | +93.7% | -15.5% | +7.0% |
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