+77.6%
V vs GPC
+1.0%
+76.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +2.2% | +1.6% | +0.6% | +1.9% |
| 30D | +13.6% | -2.1% | +15.7% | +14.0% |
| 3M | +14.3% | -6.8% | +21.1% | +15.7% |
| 6M | +33.1% | +18.6% | +14.5% | +28.8% |
| YTD | +21.2% | +2.7% | +18.6% | +19.1% |
| 1Y | +26.4% | +1.8% | +24.7% | +24.4% |
| 3Y | +77.6% | +1.1% | +76.5% | +71.8% |
| All | +77.6% | +1.0% | +76.6% | +71.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling