+31.0%
PG vs GPC
+4.3%
+26.7%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.6% | +1.0% |
| 7D | +2.7% | +0.4% | +2.2% | +2.6% |
| 30D | +9.2% | -6.3% | +15.5% | +10.5% |
| 3M | +18.5% | -8.2% | +26.6% | +20.3% |
| 6M | +21.1% | +27.1% | -6.0% | +15.5% |
| YTD | +21.9% | +3.1% | +18.8% | +19.9% |
| 1Y | +18.1% | +0.1% | +18.0% | +16.8% |
| 3Y | +20.6% | +0.2% | +20.3% | +16.4% |
| All | +31.0% | +4.3% | +26.7% | +22.1% |
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