+71.7%
TER vs GPC
+4.3%
+67.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | +0.4% | +13.9% | +14.2% |
| 30D | -30.6% | -6.3% | -24.3% | -29.1% |
| 3M | -39.2% | -8.2% | -31.0% | -37.6% |
| 6M | -31.3% | +27.1% | -58.4% | -41.4% |
| YTD | +29.1% | +3.1% | +26.0% | +21.0% |
| 1Y | +47.4% | +0.1% | +47.4% | +40.3% |
| 3Y | +191.2% | +0.2% | +191.0% | +158.2% |
| All | +71.7% | +4.3% | +67.3% | +31.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling