+2,653.9%
UL vs GPC
+2,341.8%
+312.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.4% |
| 7D | -1.3% | +1.2% | -2.5% | -1.7% |
| 30D | +0.5% | +6.0% | -5.5% | -1.3% |
| 3M | +17.6% | +42.6% | -25.0% | +5.0% |
| 6M | -5.4% | +22.8% | -28.1% | -11.7% |
| YTD | +0.7% | +15.5% | -14.7% | -4.8% |
| 1Y | -9.3% | +2.0% | -11.3% | -11.0% |
| 3Y | +24.5% | -1.4% | +26.0% | +19.8% |
| 5Y | +23.2% | +30.6% | -7.4% | +6.4% |
| 10Y | +64.5% | +80.6% | -16.1% | +20.4% |
| All | +2,653.9% | +2,341.8% | +312.1% | +822.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling