+108.7%
USB vs GPC
+80.7%
+28.0%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | +1.4% | +0.4% | +1.0% | +1.2% |
| 30D | -1.3% | +5.1% | -6.5% | -3.8% |
| 3M | +15.2% | +41.5% | -26.3% | -4.7% |
| 6M | +18.8% | +21.8% | -3.0% | +5.8% |
| YTD | +21.0% | +14.6% | +6.5% | +9.4% |
| 1Y | +34.0% | +1.3% | +32.8% | +29.2% |
| 3Y | +95.3% | -1.4% | +96.7% | +83.5% |
| 5Y | +40.4% | +30.6% | +9.8% | +9.2% |
| All | +108.7% | +80.7% | +28.0% | +26.6% |
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