-96.3%
UUUU vs GPC
+363.1%
-459.4%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.2% |
| 7D | +1.4% | -1.3% | +2.7% | +2.2% |
| 30D | -27.9% | -6.0% | -21.9% | -25.6% |
| 3M | -53.8% | -7.6% | -46.2% | -51.9% |
| 6M | -68.1% | +24.2% | -92.3% | -72.4% |
| YTD | -54.1% | +2.7% | -56.8% | -56.6% |
| 1Y | -57.8% | +0.2% | -57.9% | -59.6% |
| 3Y | -15.4% | -0.8% | -14.7% | -23.7% |
| 5Y | -39.2% | +4.4% | -43.7% | -47.3% |
| 10Y | +370.4% | +74.5% | +296.0% | +177.1% |
| All | -96.3% | +363.1% | -459.4% | -98.7% |
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