+468.0%
UUUU vs GPC
+86.4%
+381.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.8% |
| 7D | -10.5% | -3.2% | -7.3% | -9.1% |
| 30D | -10.5% | +0.5% | -11.0% | -10.7% |
| 3M | -14.1% | +31.7% | -45.9% | -26.7% |
| 6M | -35.5% | +24.7% | -60.2% | -43.1% |
| YTD | -10.9% | +11.8% | -22.7% | -18.7% |
| 1Y | +3.4% | -3.0% | +6.3% | +1.2% |
| 3Y | +73.1% | -1.1% | +74.2% | +57.9% |
| 5Y | +87.1% | +30.5% | +56.6% | +44.9% |
| All | +468.0% | +86.4% | +381.6% | +241.5% |
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