-24.8%
U vs GPC
+47.8%
-72.6%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.3% | -2.4% | -1.0% |
| 7D | +32.3% | +0.8% | +31.5% | +31.8% |
| 30D | +9.7% | -1.1% | +10.8% | +9.8% |
| 3M | +19.6% | -6.6% | +26.2% | +22.2% |
| 6M | +82.6% | +22.2% | +60.4% | +65.8% |
| YTD | +16.4% | +5.1% | +11.4% | +9.9% |
| 1Y | +28.5% | +2.8% | +25.7% | +22.2% |
| 3Y | +103.8% | +2.4% | +101.4% | +87.5% |
| 5Y | -70.0% | +7.8% | -77.8% | -72.3% |
| All | -24.8% | +47.8% | -72.6% | -21.0% |
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