+87.5%
SYY vs GPC
+78.6%
+9.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.5% |
| 7D | 0.0% | -2.1% | +2.1% | +1.0% |
| 30D | -2.2% | -4.5% | +2.3% | -0.2% |
| 3M | -8.0% | -7.7% | -0.4% | -4.7% |
| 6M | +7.5% | +24.3% | -16.8% | -4.9% |
| YTD | +7.4% | +3.5% | +4.0% | +2.7% |
| 1Y | +4.9% | +0.7% | +4.1% | +1.5% |
| 3Y | +24.1% | 0.0% | +24.1% | +15.1% |
| 5Y | +13.4% | +5.8% | +7.5% | -2.0% |
| 10Y | +87.5% | +75.8% | +11.8% | +14.9% |
| All | +87.5% | +78.6% | +9.0% | +14.9% |
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