+56.4%
V vs GPC
-1.1%
+57.5%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.2% |
| 7D | -1.7% | +1.2% | -2.9% | -1.9% |
| 30D | +2.0% | +6.0% | -4.0% | +0.9% |
| 3M | +17.4% | +42.6% | -25.3% | +10.0% |
| 6M | +17.5% | +22.8% | -5.3% | +12.9% |
| YTD | +7.6% | +15.5% | -7.9% | +3.5% |
| 1Y | +7.7% | +2.0% | +5.7% | +6.5% |
| All | +56.4% | -1.1% | +57.5% | +49.5% |
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 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