-92.0%
UUUU vs GPC
+420.6%
-512.6%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.2% |
| 7D | -1.4% | +1.2% | -2.6% | -2.0% |
| 30D | +16.3% | +6.0% | +10.4% | +12.8% |
| 3M | -16.7% | +42.6% | -59.3% | -33.4% |
| 6M | -33.7% | +22.8% | -56.4% | -42.0% |
| YTD | -0.5% | +15.5% | -15.9% | -11.6% |
| 1Y | +28.9% | +2.0% | +26.8% | +22.1% |
| 3Y | +99.9% | -1.4% | +101.3% | +81.2% |
| 5Y | +135.3% | +30.6% | +104.7% | +79.1% |
| 10Y | +518.4% | +80.6% | +437.8% | +259.3% |
| All | -92.0% | +420.6% | -512.6% | -97.4% |
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