+638.0%
XYZ vs GPC
+93.7%
+544.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.3% | +1.3% | +2.3% |
| 7D | +14.9% | +0.8% | +14.1% | +14.5% |
| 30D | +14.7% | -1.1% | +15.7% | +15.3% |
| 3M | +12.1% | -6.6% | +18.7% | +16.3% |
| 6M | +18.3% | +22.2% | -3.9% | +4.4% |
| YTD | +36.1% | +5.1% | +31.0% | +28.0% |
| 1Y | +35.3% | +2.8% | +32.5% | +28.7% |
| 3Y | +73.5% | +2.4% | +71.1% | +58.2% |
| 5Y | -61.6% | +7.8% | -69.4% | -65.3% |
| 10Y | +638.0% | +87.2% | +550.8% | +370.8% |
| All | +638.0% | +93.7% | +544.3% | +370.8% |
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