+634.6%
XYZ vs GPC
+85.0%
+549.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.0% |
| 7D | +12.6% | +0.4% | +12.3% | +12.6% |
| 30D | +10.8% | -1.8% | +12.6% | +11.9% |
| 3M | +8.4% | -6.6% | +14.9% | +12.4% |
| 6M | +14.3% | +21.3% | -7.0% | +1.3% |
| YTD | +31.5% | +4.3% | +27.2% | +24.2% |
| 1Y | +28.1% | +3.3% | +24.9% | +21.5% |
| 3Y | +66.2% | +0.8% | +65.4% | +52.9% |
| 5Y | -62.3% | +7.4% | -69.7% | -65.9% |
| 10Y | +634.6% | +79.2% | +555.3% | +360.1% |
| All | +634.6% | +85.0% | +549.6% | +360.1% |
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 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