+72.9%
PBR vs GPC
+6.5%
+66.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.7% | -6.8% |
| 7D | -11.0% | +4.1% | -15.1% | -10.6% |
| 30D | -18.8% | +0.1% | -18.9% | -18.6% |
| 3M | +7.8% | -3.9% | +11.7% | +7.5% |
| 6M | -7.6% | +24.4% | -32.0% | -8.1% |
| YTD | +72.7% | +5.7% | +67.0% | +70.1% |
| 1Y | +72.9% | +6.8% | +66.2% | +66.8% |
| All | +72.9% | +6.5% | +66.5% | +66.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling