+169.9%
W vs GPC
-0.2%
+170.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.8% | -2.1% |
| 7D | -1.7% | -1.3% | -0.4% | -0.8% |
| 30D | +3.2% | -6.0% | +9.3% | +7.3% |
| 3M | +8.3% | -7.6% | +15.9% | +13.6% |
| 6M | +84.3% | +24.2% | +60.1% | +59.1% |
| YTD | +11.0% | +2.7% | +8.3% | +2.9% |
| 1Y | -0.2% | +0.2% | -0.4% | -5.7% |
| All | +169.9% | -0.2% | +170.2% | +131.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling