+265.2%
SU vs GPC
+86.4%
+178.8%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | 0.0% |
| 7D | +2.2% | -3.2% | +5.4% | +3.5% |
| 30D | +8.4% | +0.5% | +7.9% | +8.0% |
| 3M | +12.1% | +31.7% | -19.7% | -1.2% |
| 6M | +19.7% | +24.7% | -5.0% | +6.9% |
| YTD | +58.4% | +11.8% | +46.6% | +46.9% |
| 1Y | +67.2% | -3.0% | +70.2% | +65.0% |
| 3Y | +125.0% | -1.1% | +126.1% | +109.2% |
| 5Y | +355.1% | +30.5% | +324.6% | +253.6% |
| All | +265.2% | +86.4% | +178.8% | +135.7% |
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