+3,313.2%
V vs GPC
+452.4%
+2,860.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | +0.6% | +0.4% | +0.3% | +0.5% |
| 30D | +9.7% | -1.8% | +11.6% | +10.5% |
| 3M | +17.3% | -6.6% | +23.9% | +20.7% |
| 6M | +33.2% | +21.3% | +11.9% | +20.1% |
| YTD | +21.3% | +4.3% | +17.1% | +15.2% |
| 1Y | +27.3% | +3.3% | +24.1% | +21.4% |
| 3Y | +76.1% | +0.8% | +75.3% | +62.2% |
| 5Y | +103.5% | +7.4% | +96.1% | +76.2% |
| 10Y | +454.5% | +79.2% | +375.2% | +232.6% |
| All | +3,313.2% | +452.4% | +2,860.8% | +890.4% |
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