-37.5%
U vs GPC
+57.7%
-95.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.9% | +5.5% | +3.8% |
| 7D | +4.5% | +0.2% | +4.3% | +4.3% |
| 30D | -0.6% | -0.4% | -0.2% | -0.5% |
| 3M | +48.4% | +39.2% | +9.3% | +28.6% |
| 6M | +115.4% | +18.2% | +97.1% | +98.8% |
| YTD | -3.2% | +12.1% | -15.3% | -10.5% |
| 1Y | -6.0% | -0.7% | -5.4% | -8.0% |
| 3Y | +13.5% | -1.7% | +15.1% | +7.5% |
| 5Y | -68.0% | +29.3% | -97.3% | -69.8% |
| All | -37.5% | +57.7% | -95.1% | -35.7% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling