+379.5%
SE vs GPC
+82.9%
+296.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.3% | +0.6% | +2.0% |
| 7D | +3.3% | +0.8% | +2.5% | +3.0% |
| 30D | -18.2% | -1.1% | -17.1% | -17.7% |
| 3M | -31.3% | -6.6% | -24.6% | -29.3% |
| 6M | -10.1% | +22.2% | -32.3% | -17.7% |
| YTD | -38.9% | +5.1% | -43.9% | -41.4% |
| 1Y | -48.0% | +2.8% | -50.8% | -49.9% |
| 3Y | +78.8% | +2.4% | +76.4% | +64.7% |
| 5Y | -77.1% | +7.8% | -84.9% | -79.3% |
| All | +379.5% | +82.9% | +296.5% | +261.3% |
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