+7.4%
O vs GPC
+4.3%
+3.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | +7.1% | -6.3% | +13.4% | +8.7% |
| 3M | -5.2% | -8.2% | +2.9% | -3.4% |
| 6M | -1.8% | +27.1% | -28.9% | -7.8% |
| YTD | +9.1% | +3.1% | +5.9% | +6.5% |
| 1Y | +9.7% | +0.1% | +9.6% | +7.9% |
| 3Y | +39.1% | +0.2% | +38.9% | +32.8% |
| All | +7.4% | +4.3% | +3.0% | -1.8% |
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 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