+676.1%
PBR vs GPC
+83.6%
+592.4%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.1% |
| 7D | +0.3% | -0.6% | +1.0% | +0.5% |
| 30D | +17.5% | +1.3% | +16.2% | +16.5% |
| 3M | +20.9% | +37.1% | -16.2% | +2.0% |
| 6M | +20.2% | +23.2% | -2.9% | +6.2% |
| YTD | +84.3% | +13.1% | +71.2% | +67.5% |
| 1Y | +77.1% | +0.9% | +76.2% | +70.3% |
| 3Y | +100.8% | -0.8% | +101.6% | +84.3% |
| 5Y | +556.1% | +31.1% | +525.0% | +378.1% |
| 10Y | +676.1% | +87.4% | +588.7% | +339.0% |
| All | +676.1% | +83.6% | +592.4% | +339.0% |
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