-70.8%
S vs GPC
+4.8%
-75.6%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.5% | -6.0% |
| 7D | +4.1% | -1.3% | +5.3% | +4.7% |
| 30D | -7.2% | -6.0% | -1.1% | -5.1% |
| 3M | 0.0% | -7.6% | +7.6% | +2.5% |
| 6M | +41.6% | +24.2% | +17.4% | +25.5% |
| YTD | +48.6% | +2.7% | +45.9% | +42.1% |
| 1Y | +30.0% | +0.2% | +29.9% | +25.8% |
| 3Y | +42.2% | -0.8% | +42.9% | +29.4% |
| 5Y | -70.8% | +4.4% | -75.2% | -79.1% |
| All | -70.8% | +4.8% | -75.6% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling