+239.8%
RF vs GPC
+85.0%
+154.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.3% |
| 7D | +0.3% | +0.4% | 0.0% | +0.1% |
| 30D | +6.2% | -1.8% | +8.0% | +7.0% |
| 3M | -7.8% | -6.6% | -1.3% | -4.5% |
| 6M | +5.9% | +21.3% | -15.4% | -8.6% |
| YTD | +9.0% | +4.3% | +4.8% | +1.3% |
| 1Y | +19.3% | +3.3% | +16.0% | +11.4% |
| 3Y | +116.4% | +0.8% | +115.7% | +93.9% |
| 5Y | +46.0% | +7.4% | +38.6% | +20.4% |
| 10Y | +239.8% | +79.2% | +160.6% | +91.6% |
| All | +239.8% | +85.0% | +154.8% | +91.6% |
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 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