+566.9%
PBR vs GPC
+74.2%
+492.7%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | -3.7% | -1.3% | -2.4% | -3.2% |
| 30D | -29.0% | -6.0% | -23.0% | -27.3% |
| 3M | +4.9% | -7.6% | +12.5% | +7.8% |
| 6M | -8.4% | +24.2% | -32.6% | -19.9% |
| YTD | +59.4% | +2.7% | +56.7% | +50.3% |
| 1Y | +45.5% | +0.2% | +45.3% | +38.7% |
| 3Y | +67.4% | -0.8% | +68.1% | +51.1% |
| 5Y | +453.0% | +4.4% | +448.5% | +358.8% |
| All | +566.9% | +74.2% | +492.7% | +277.2% |
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 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