+116.1%
PG vs GPC
+86.4%
+29.8%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | -0.8% | -3.2% | +2.4% | -0.1% |
| 30D | +0.8% | +0.5% | +0.3% | +0.7% |
| 3M | -1.3% | +31.7% | -33.1% | -7.7% |
| 6M | -3.8% | +24.7% | -28.5% | -9.0% |
| YTD | +3.6% | +11.8% | -8.1% | -0.1% |
| 1Y | -5.7% | -3.0% | -2.8% | -6.1% |
| 3Y | +1.6% | -1.1% | +2.7% | -1.5% |
| 5Y | +14.6% | +30.5% | -15.9% | +1.9% |
| All | +116.1% | +86.4% | +29.8% | +73.4% |
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