+599.5%
XYZ vs GPC
+85.6%
+513.9%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +2.4% |
| 7D | +12.1% | +1.6% | +10.6% | +11.3% |
| 30D | +12.4% | -2.1% | +14.5% | +13.5% |
| 3M | +8.2% | -6.8% | +15.0% | +12.3% |
| 6M | +20.7% | +18.6% | +2.1% | +8.3% |
| YTD | +31.3% | +2.7% | +28.7% | +25.1% |
| 1Y | +20.5% | +1.8% | +18.7% | +15.1% |
| 3Y | +72.6% | +1.1% | +71.6% | +58.4% |
| 5Y | -64.0% | +4.1% | -68.1% | -66.9% |
| All | +599.5% | +85.6% | +513.9% | +381.6% |
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