+99.9%
PBR vs GPC
-2.2%
+102.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.9% | +6.4% | +3.8% |
| 7D | +2.5% | +0.2% | +2.3% | +2.4% |
| 30D | +19.4% | -0.4% | +19.8% | +19.3% |
| 3M | +20.8% | +39.2% | -18.4% | +14.6% |
| 6M | +23.5% | +18.2% | +5.3% | +20.2% |
| YTD | +83.4% | +12.1% | +71.3% | +79.4% |
| 1Y | +77.6% | -0.7% | +78.2% | +77.8% |
| 3Y | +99.9% | -1.7% | +101.5% | +94.9% |
| All | +99.9% | -2.2% | +102.1% | +94.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling