+686.6%
P vs GPC
+85.6%
+601.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +4.1% |
| 7D | -23.8% | +1.6% | -25.4% | -24.4% |
| 30D | -36.6% | -2.1% | -34.5% | -36.4% |
| 3M | +10.9% | -6.8% | +17.7% | +13.3% |
| 6M | +30.0% | +18.6% | +11.4% | +16.7% |
| YTD | +44.4% | +2.7% | +41.7% | +36.9% |
| 1Y | +3.9% | +1.8% | +2.2% | -1.2% |
| 3Y | +176.6% | +1.1% | +175.5% | +150.5% |
| 5Y | +249.3% | +4.1% | +245.2% | +205.1% |
| All | +686.6% | +85.6% | +601.0% | +334.8% |
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