+307.3%
SPY vs GPC
+93.7%
+213.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.3% | 0.0% | +1.6% |
| 7D | +0.1% | +0.8% | -0.8% | -0.2% |
| 30D | -3.3% | -1.1% | -2.2% | -3.1% |
| 3M | -2.4% | -6.6% | +4.2% | -0.4% |
| 6M | +2.6% | +22.2% | -19.7% | -5.7% |
| YTD | +11.2% | +5.1% | +6.2% | +6.7% |
| 1Y | +13.4% | +2.8% | +10.6% | +9.5% |
| 3Y | +79.9% | +2.4% | +77.5% | +67.6% |
| 5Y | +72.2% | +7.8% | +64.4% | +54.6% |
| 10Y | +307.3% | +87.2% | +220.1% | +183.6% |
| All | +307.3% | +93.7% | +213.6% | +183.6% |
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