+14,183.4%
TER vs GPC
+2,341.8%
+11,841.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +1.1% | +4.4% | +4.8% |
| 7D | +0.6% | +1.2% | -0.6% | -0.1% |
| 30D | -8.3% | +6.0% | -14.2% | -12.0% |
| 3M | -12.2% | +42.6% | -54.8% | -33.9% |
| 6M | +17.1% | +22.8% | -5.7% | -2.0% |
| YTD | +84.7% | +15.5% | +69.2% | +58.8% |
| 1Y | +199.9% | +2.0% | +197.9% | +179.1% |
| 3Y | +232.8% | -1.4% | +234.2% | +198.4% |
| 5Y | +198.6% | +30.6% | +168.0% | +118.0% |
| 10Y | +1,669.7% | +80.6% | +1,589.1% | +830.6% |
| All | +14,183.4% | +2,341.8% | +11,841.6% | +1,689.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling