+144.9%
W vs GPC
+83.6%
+61.3%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.7% |
| 7D | -4.2% | +1.2% | -5.4% | -5.0% |
| 30D | -7.6% | +6.0% | -13.5% | -11.5% |
| 3M | +37.2% | +42.6% | -5.5% | +5.2% |
| 6M | +26.3% | +22.8% | +3.6% | +8.0% |
| YTD | -1.0% | +15.5% | -16.4% | -14.1% |
| 1Y | +20.1% | +2.0% | +18.0% | +14.5% |
| 3Y | +37.8% | -1.4% | +39.2% | +30.7% |
| 5Y | -63.7% | +30.6% | -94.2% | -71.5% |
| All | +144.9% | +83.6% | +61.3% | +25.9% |
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