+62.5%
T vs GPC
+74.2%
-11.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.4% | -0.2% |
| 7D | +1.6% | -1.3% | +2.9% | +2.0% |
| 30D | -2.9% | -6.0% | +3.1% | -1.3% |
| 3M | -7.5% | -7.6% | +0.1% | -5.5% |
| 6M | -9.9% | +24.2% | -34.1% | -15.8% |
| YTD | -6.4% | +2.7% | -9.2% | -8.6% |
| 1Y | -9.4% | +0.2% | -9.6% | -10.9% |
| 3Y | +64.9% | -0.8% | +65.6% | +58.0% |
| 5Y | +57.0% | +4.4% | +52.5% | +43.1% |
| All | +62.5% | +74.2% | -11.7% | +13.7% |
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