+238.6%
P vs GPC
+3.6%
+235.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.9% | +3.9% |
| 7D | -23.8% | +1.6% | -25.4% | -24.1% |
| 30D | -36.6% | -2.1% | -34.5% | -36.5% |
| 3M | +10.9% | -6.8% | +17.7% | +12.5% |
| 6M | +30.0% | +18.6% | +11.4% | +20.5% |
| YTD | +44.4% | +2.7% | +41.7% | +39.6% |
| 1Y | +3.9% | +1.8% | +2.2% | +0.7% |
| 3Y | +176.6% | +1.1% | +175.5% | +153.6% |
| All | +238.6% | +3.6% | +235.1% | +176.4% |
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