+281.3%
P vs GPC
+30.9%
+250.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.1% |
| 7D | +6.5% | +1.2% | +5.3% | +6.2% |
| 30D | +18.8% | +6.0% | +12.9% | +16.9% |
| 3M | +26.7% | +42.6% | -15.9% | +11.9% |
| 6M | +62.2% | +22.8% | +39.4% | +50.3% |
| YTD | +48.5% | +15.5% | +33.0% | +39.6% |
| 1Y | +26.4% | +2.0% | +24.3% | +24.6% |
| 3Y | +159.4% | -1.4% | +160.8% | +150.9% |
| All | +281.3% | +30.9% | +250.4% | +185.7% |
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