+5,387.7%
O vs GPC
+1,551.1%
+3,836.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.3% |
| 7D | -0.7% | +1.2% | -1.9% | -1.3% |
| 30D | -1.9% | +6.0% | -7.8% | -4.6% |
| 3M | +3.8% | +42.6% | -38.8% | -12.8% |
| 6M | -4.7% | +22.8% | -27.5% | -14.7% |
| YTD | +12.5% | +15.5% | -3.0% | +2.3% |
| 1Y | +10.8% | +2.0% | +8.8% | +6.7% |
| 3Y | +28.8% | -1.4% | +30.2% | +20.5% |
| 5Y | +13.2% | +30.6% | -17.4% | -10.5% |
| 10Y | +53.5% | +80.6% | -27.2% | -3.1% |
| All | +5,387.7% | +1,551.1% | +3,836.6% | +1,305.5% |
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 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