+454.9%
PBR vs GPC
+4.3%
+450.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | -1.0% | +0.4% | -1.5% | -1.1% |
| 30D | -29.3% | -6.3% | -23.0% | -28.6% |
| 3M | +5.5% | -8.2% | +13.7% | +6.8% |
| 6M | -2.9% | +27.1% | -30.0% | -8.9% |
| YTD | +61.5% | +3.1% | +58.3% | +57.8% |
| 1Y | +46.9% | +0.1% | +46.8% | +44.5% |
| 3Y | +66.4% | +0.2% | +66.2% | +58.5% |
| All | +454.9% | +4.3% | +450.5% | +416.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling