+355.0%
SE vs GPC
+80.2%
+274.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.4% |
| 7D | -7.7% | -2.1% | -5.6% | -6.9% |
| 30D | -22.8% | -4.5% | -18.3% | -21.3% |
| 3M | -43.7% | -7.7% | -36.1% | -41.9% |
| 6M | -12.8% | +24.3% | -37.1% | -20.8% |
| YTD | -42.0% | +3.5% | -45.5% | -44.1% |
| 1Y | -48.0% | +0.7% | -48.8% | -49.4% |
| 3Y | +62.7% | 0.0% | +62.7% | +51.4% |
| 5Y | -77.8% | +5.8% | -83.6% | -79.8% |
| All | +355.0% | +80.2% | +274.9% | +245.1% |
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 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