+154.6%
SBUX vs GPC
+85.0%
+69.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | +4.9% | +0.4% | +4.6% | +4.8% |
| 30D | +21.2% | -1.8% | +23.0% | +21.9% |
| 3M | +5.7% | -6.6% | +12.3% | +8.4% |
| 6M | +6.0% | +21.3% | -15.3% | -3.3% |
| YTD | +32.9% | +4.3% | +28.7% | +27.4% |
| 1Y | +33.3% | +3.3% | +30.0% | +28.2% |
| 3Y | +13.0% | +0.8% | +12.3% | +6.1% |
| 5Y | +8.8% | +7.4% | +1.4% | -2.8% |
| 10Y | +154.6% | +79.2% | +75.4% | +64.8% |
| All | +154.6% | +85.0% | +69.6% | +64.8% |
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