+231.7%
RF vs GPC
+78.6%
+153.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | +0.3% |
| 7D | -1.3% | -2.1% | +0.8% | 0.0% |
| 30D | +4.6% | -4.5% | +9.2% | +7.3% |
| 3M | -8.4% | -7.7% | -0.8% | -4.4% |
| 6M | +8.9% | +24.3% | -15.4% | -7.6% |
| YTD | +8.8% | +3.5% | +5.3% | +1.5% |
| 1Y | +18.9% | +0.7% | +18.2% | +12.9% |
| 3Y | +116.0% | 0.0% | +116.0% | +94.4% |
| 5Y | +46.0% | +5.8% | +40.2% | +21.6% |
| 10Y | +231.7% | +75.8% | +156.0% | +89.3% |
| All | +231.7% | +78.6% | +153.2% | +89.3% |
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