+97.5%
REGN vs GPC
+86.4%
+11.1%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.4% |
| 7D | -5.6% | -3.2% | -2.4% | -4.9% |
| 30D | -2.0% | +0.5% | -2.5% | -2.1% |
| 3M | +28.0% | +31.7% | -3.8% | +20.1% |
| 6M | +1.2% | +24.7% | -23.6% | -4.0% |
| YTD | +1.6% | +11.8% | -10.1% | -1.8% |
| 1Y | +38.2% | -3.0% | +41.2% | +37.7% |
| 3Y | -5.4% | -1.1% | -4.3% | -7.7% |
| 5Y | +21.3% | +30.5% | -9.2% | +11.1% |
| All | +97.5% | +86.4% | +11.1% | +68.4% |
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 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