+533.2%
XYZ vs GPC
+115.1%
+418.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -1.3% |
| 7D | -1.0% | +1.2% | -2.2% | -1.6% |
| 30D | -1.7% | +6.0% | -7.7% | -4.8% |
| 3M | +16.7% | +42.6% | -25.9% | -5.0% |
| 6M | +26.9% | +22.8% | +4.1% | +11.8% |
| YTD | +27.1% | +15.5% | +11.7% | +13.9% |
| 1Y | +9.3% | +2.0% | +7.2% | +4.9% |
| 3Y | +42.3% | -1.4% | +43.7% | +33.6% |
| 5Y | -69.3% | +30.6% | -99.9% | -74.9% |
| 10Y | +586.8% | +80.6% | +506.2% | +339.1% |
| All | +533.2% | +115.1% | +418.1% | +268.2% |
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