+8,026.5%
USB vs GPC
+2,100.6%
+5,925.9%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.2% |
| 7D | -1.5% | +1.7% | -3.1% | -2.3% |
| 30D | +4.3% | -2.3% | +6.6% | +5.4% |
| 3M | -6.1% | -4.5% | -1.6% | -4.1% |
| 6M | +9.4% | +21.6% | -12.2% | -3.7% |
| YTD | +15.2% | +4.0% | +11.1% | +8.4% |
| 1Y | +32.8% | +3.5% | +29.2% | +25.2% |
| 3Y | +91.3% | +2.1% | +89.1% | +74.4% |
| 5Y | +22.7% | +5.5% | +17.2% | +7.7% |
| 10Y | +97.0% | +90.7% | +6.3% | +17.7% |
| All | +8,026.5% | +2,100.6% | +5,925.9% | +1,629.0% |
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