+449.6%
P vs GPC
+104.9%
+344.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -1.6% | -14.8% | -15.8% |
| 7D | -31.9% | +1.7% | -33.6% | -32.4% |
| 30D | -36.5% | -2.3% | -34.2% | -36.3% |
| 3M | +11.6% | -4.5% | +16.1% | +12.9% |
| 6M | +25.2% | +21.6% | +3.6% | +11.4% |
| YTD | +39.4% | +4.0% | +35.4% | +31.6% |
| 1Y | -3.7% | +3.5% | -7.2% | -9.0% |
| 3Y | +167.3% | +2.1% | +165.1% | +141.9% |
| 5Y | +237.3% | +5.5% | +231.9% | +194.8% |
| 10Y | +698.6% | +90.7% | +607.9% | +395.1% |
| All | +449.6% | +104.9% | +344.7% | +252.6% |
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