-63.1%
W vs GPC
+30.9%
-94.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +1.6% |
| 7D | -4.2% | +1.2% | -5.4% | -5.0% |
| 30D | -7.6% | +6.0% | -13.5% | -11.8% |
| 3M | +37.2% | +42.6% | -5.5% | +3.3% |
| 6M | +26.3% | +22.8% | +3.6% | +6.6% |
| YTD | -1.0% | +15.5% | -16.4% | -16.0% |
| 1Y | +20.1% | +2.0% | +18.0% | +13.4% |
| 3Y | +37.8% | -1.4% | +39.2% | +27.7% |
| All | -63.1% | +30.9% | -94.0% | -76.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling