+45.2%
PL vs GPC
+19.6%
+25.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.3% | +12.2% | +13.6% |
| 7D | +10.9% | +0.8% | +10.0% | +10.6% |
| 30D | -16.4% | -1.1% | -15.3% | -16.3% |
| 3M | -39.9% | -6.6% | -33.3% | -38.6% |
| 6M | -63.2% | +22.2% | -85.4% | -66.8% |
| YTD | -27.1% | +5.1% | -32.2% | -31.3% |
| 1Y | +12.2% | +2.8% | +9.4% | +6.9% |
| 3Y | +584.3% | +2.4% | +581.9% | +531.8% |
| 5Y | +37.0% | +7.8% | +29.2% | +15.8% |
| All | +45.2% | +19.6% | +25.6% | +22.5% |
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