+112.0%
SYY vs GPC
+83.6%
+28.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.7% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | -2.7% | +1.3% | -4.0% | -3.5% |
| 3M | +5.9% | +37.1% | -31.2% | -10.3% |
| 6M | -2.3% | +23.2% | -25.5% | -13.0% |
| YTD | +13.1% | +13.1% | 0.0% | +3.8% |
| 1Y | +3.8% | +0.9% | +2.9% | +0.8% |
| 3Y | +26.7% | -0.8% | +27.5% | +18.5% |
| 5Y | +19.4% | +31.1% | -11.7% | -8.3% |
| 10Y | +112.0% | +87.4% | +24.6% | +26.4% |
| All | +112.0% | +83.6% | +28.4% | +26.4% |
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