+220.4%
W vs GPC
+78.6%
+141.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.8% | +2.5% | +2.3% |
| 7D | -7.4% | -2.1% | -5.3% | -5.8% |
| 30D | +7.8% | -4.5% | +12.3% | +11.3% |
| 3M | +10.9% | -7.7% | +18.6% | +17.0% |
| 6M | +86.4% | +24.3% | +62.1% | +57.7% |
| YTD | +14.0% | +3.5% | +10.5% | +6.6% |
| 1Y | +3.5% | +0.7% | +2.8% | -1.1% |
| 3Y | +164.8% | 0.0% | +164.8% | +147.6% |
| 5Y | -53.1% | +5.8% | -58.9% | -57.4% |
| 10Y | +220.4% | +75.8% | +144.7% | +74.9% |
| All | +220.4% | +78.6% | +141.9% | +74.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling