+66.7%
UL vs GPC
+79.8%
-13.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.3% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | +0.9% | -0.4% | +1.3% | +1.0% |
| 3M | +14.2% | +39.2% | -24.9% | +5.0% |
| 6M | -3.2% | +18.2% | -21.4% | -7.6% |
| YTD | -0.3% | +12.1% | -12.4% | -4.1% |
| 1Y | -8.8% | -0.7% | -8.1% | -9.6% |
| 3Y | +23.9% | -1.7% | +25.5% | +20.3% |
| 5Y | +21.4% | +29.3% | -7.9% | +7.3% |
| 10Y | +66.7% | +80.7% | -14.0% | +31.2% |
| All | +66.7% | +79.8% | -13.2% | +31.2% |
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