+2,926.4%
V vs GPC
+511.6%
+2,414.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -1.7% | +1.2% | -2.9% | -2.3% |
| 30D | +2.0% | +6.0% | -4.0% | -0.8% |
| 3M | +17.4% | +42.6% | -25.3% | -1.4% |
| 6M | +17.5% | +22.8% | -5.3% | +5.2% |
| YTD | +7.6% | +15.5% | -7.9% | -2.3% |
| 1Y | +7.7% | +2.0% | +5.7% | +3.7% |
| 3Y | +54.7% | -1.4% | +56.1% | +44.7% |
| 5Y | +73.0% | +30.6% | +42.5% | +36.0% |
| 10Y | +390.9% | +80.6% | +310.2% | +197.4% |
| All | +2,926.4% | +511.6% | +2,414.8% | +740.2% |
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