+272.5%
RF vs GPC
+85.6%
+186.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +1.0% | +0.5% |
| 7D | -0.9% | +1.6% | -2.5% | -1.9% |
| 30D | +6.0% | -2.1% | +8.1% | +7.0% |
| 3M | -8.9% | -6.8% | -2.1% | -5.4% |
| 6M | +2.3% | +18.6% | -16.3% | -10.5% |
| YTD | +7.6% | +2.7% | +4.9% | +0.8% |
| 1Y | +21.2% | +1.8% | +19.4% | +14.1% |
| 3Y | +108.5% | +1.1% | +107.5% | +85.8% |
| 5Y | +43.2% | +4.1% | +39.2% | +20.6% |
| All | +272.5% | +85.6% | +186.9% | +91.0% |
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