+243.6%
W vs GPC
+93.7%
+149.9%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.3% | +2.3% | +2.9% |
| 7D | +3.3% | +0.8% | +2.5% | +2.9% |
| 30D | +10.5% | -1.1% | +11.6% | +11.1% |
| 3M | +9.6% | -6.6% | +16.3% | +14.8% |
| 6M | +76.4% | +22.2% | +54.1% | +51.2% |
| YTD | +16.4% | +5.1% | +11.3% | +7.7% |
| 1Y | +9.3% | +2.8% | +6.5% | +2.8% |
| 3Y | +172.8% | +2.4% | +170.4% | +150.7% |
| 5Y | -53.4% | +7.8% | -61.1% | -58.1% |
| 10Y | +243.6% | +87.2% | +156.4% | +79.5% |
| All | +243.6% | +93.7% | +149.9% | +79.5% |
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 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