+1,514.2%
RF vs GPC
+2,341.8%
-827.6%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +1.3% | +1.2% | +0.1% | +0.5% |
| 30D | -3.6% | +6.0% | -9.6% | -7.6% |
| 3M | +8.1% | +42.6% | -34.5% | -17.3% |
| 6M | +11.5% | +22.8% | -11.3% | -5.9% |
| YTD | +15.6% | +15.5% | +0.1% | -0.2% |
| 1Y | +15.7% | +2.0% | +13.6% | +8.7% |
| 3Y | +86.9% | -1.4% | +88.3% | +69.5% |
| 5Y | +89.8% | +30.6% | +59.2% | +37.2% |
| 10Y | +344.7% | +80.6% | +264.1% | +147.6% |
| All | +1,514.2% | +2,341.8% | -827.6% | +189.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling