+485.4%
P vs GPC
+127.4%
+358.0%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.9% |
| 7D | +6.5% | +1.2% | +5.3% | +6.0% |
| 30D | +18.8% | +6.0% | +12.9% | +15.9% |
| 3M | +26.7% | +42.6% | -15.9% | +6.5% |
| 6M | +62.2% | +22.8% | +39.4% | +44.9% |
| YTD | +48.5% | +15.5% | +33.0% | +35.2% |
| 1Y | +26.4% | +2.0% | +24.3% | +21.8% |
| 3Y | +159.4% | -1.4% | +160.8% | +143.0% |
| 5Y | +275.8% | +30.6% | +245.2% | +198.1% |
| 10Y | +732.0% | +80.6% | +651.4% | +422.1% |
| All | +485.4% | +127.4% | +358.0% | +262.1% |
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