+584.9%
XYZ vs GPC
+74.9%
+510.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.4% | +2.4% | +2.6% |
| 7D | -1.1% | +0.4% | -1.5% | -1.2% |
| 30D | +11.5% | -6.3% | +17.8% | +15.6% |
| 3M | +1.8% | -8.2% | +10.0% | +6.6% |
| 6M | +21.2% | +27.1% | -5.9% | +4.6% |
| YTD | +29.9% | +3.1% | +26.8% | +23.5% |
| 1Y | +35.8% | +0.1% | +35.7% | +31.2% |
| 3Y | +62.6% | +0.2% | +62.4% | +50.0% |
| 5Y | -62.8% | +4.9% | -67.7% | -65.9% |
| All | +584.9% | +74.9% | +510.0% | +349.0% |
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