+377.5%
UUUU vs GPC
+74.9%
+302.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.8% | -1.6% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | -21.0% | -6.3% | -14.7% | -18.5% |
| 3M | -54.8% | -8.2% | -46.6% | -52.9% |
| 6M | -67.3% | +27.1% | -94.4% | -71.7% |
| YTD | -54.7% | +3.1% | -57.8% | -57.1% |
| 1Y | -57.4% | +0.1% | -57.5% | -59.1% |
| 3Y | -19.6% | +0.2% | -19.9% | -27.5% |
| 5Y | -40.0% | +4.9% | -44.9% | -48.0% |
| All | +377.5% | +74.9% | +302.7% | +210.5% |
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