+87.5%
U vs GPC
+0.2%
+87.4%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.4% | +4.8% | +5.1% |
| 7D | +2.6% | +0.4% | +2.1% | +2.4% |
| 30D | +27.6% | -6.3% | +33.9% | +29.5% |
| 3M | +15.3% | -8.2% | +23.5% | +17.6% |
| 6M | +96.4% | +27.1% | +69.3% | +80.7% |
| YTD | +19.6% | +3.1% | +16.4% | +14.7% |
| 1Y | +42.1% | +0.1% | +42.0% | +38.0% |
| 3Y | +87.5% | +0.2% | +87.3% | +60.8% |
| All | +87.5% | +0.2% | +87.4% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling