+543.0%
XYZ vs GPC
+93.8%
+449.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.6% | -2.5% | -3.2% |
| 7D | +9.2% | +1.7% | +7.5% | +8.4% |
| 30D | +9.8% | -2.3% | +12.1% | +11.1% |
| 3M | -0.2% | -4.5% | +4.3% | +2.2% |
| 6M | +18.0% | +21.6% | -3.6% | +4.5% |
| YTD | +29.1% | +4.0% | +25.1% | +22.2% |
| 1Y | +14.1% | +3.5% | +10.6% | +8.0% |
| 3Y | +72.6% | +2.1% | +70.5% | +57.7% |
| 5Y | -64.6% | +5.5% | -70.1% | -67.6% |
| 10Y | +590.0% | +90.7% | +499.2% | +330.3% |
| All | +543.0% | +93.8% | +449.2% | +295.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling