-68.4%
U vs GPC
+3.6%
-72.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.3% | +6.8% | +6.2% |
| 7D | +36.6% | +1.6% | +35.0% | +35.3% |
| 30D | +13.3% | -2.1% | +15.4% | +14.0% |
| 3M | +26.2% | -6.8% | +33.0% | +29.8% |
| 6M | +88.7% | +18.6% | +70.2% | +67.6% |
| YTD | +16.6% | +2.7% | +13.9% | +8.4% |
| 1Y | +29.0% | +1.8% | +27.2% | +20.0% |
| 3Y | +99.5% | +1.1% | +98.4% | +71.0% |
| All | -68.4% | +3.6% | -72.0% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling