-26.3%
U vs GPC
+46.7%
-73.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +24.4% | +0.4% | +24.0% | +24.1% |
| 30D | +7.4% | -1.8% | +9.2% | +7.8% |
| 3M | +16.8% | -6.6% | +23.4% | +19.3% |
| 6M | +78.8% | +21.3% | +57.4% | +62.7% |
| YTD | +14.0% | +4.3% | +9.7% | +7.9% |
| 1Y | +16.7% | +3.3% | +13.5% | +10.7% |
| 3Y | +86.4% | +0.8% | +85.6% | +72.7% |
| 5Y | -71.5% | +7.4% | -78.9% | -73.5% |
| All | -26.3% | +46.7% | -73.0% | -22.5% |
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