+92.7%
USB vs GPC
+88.1%
+4.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.3% |
| 7D | -1.5% | +1.7% | -3.1% | -2.3% |
| 30D | +4.3% | -2.3% | +6.6% | +5.3% |
| 3M | -6.1% | -4.5% | -1.6% | -4.3% |
| 6M | +9.4% | +21.6% | -12.2% | -2.8% |
| YTD | +15.2% | +4.0% | +11.1% | +8.8% |
| 1Y | +32.8% | +3.5% | +29.2% | +25.6% |
| 3Y | +91.3% | +2.1% | +89.1% | +74.4% |
| 5Y | +22.7% | +5.5% | +17.2% | +7.1% |
| All | +92.7% | +88.1% | +4.6% | +15.6% |
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