+8,200.6%
USB vs GPC
+2,135.2%
+6,065.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.0% |
| 7D | +2.4% | +4.1% | -1.7% | +0.2% |
| 30D | +6.6% | +0.1% | +6.4% | +6.2% |
| 3M | -4.1% | -3.9% | -0.2% | -2.4% |
| 6M | +12.5% | +24.4% | -11.9% | -2.3% |
| YTD | +17.6% | +5.7% | +12.0% | +9.7% |
| 1Y | +36.5% | +6.8% | +29.7% | +26.5% |
| 3Y | +95.4% | +3.8% | +91.6% | +76.6% |
| 5Y | +26.1% | +9.2% | +16.9% | +8.5% |
| 10Y | +101.3% | +93.8% | +7.5% | +19.2% |
| All | +8,200.6% | +2,135.2% | +6,065.4% | +1,650.9% |
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