+3,981.9%
PG vs GPC
+2,270.7%
+1,711.2%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.3% |
| 7D | -0.4% | +0.2% | -0.6% | -0.5% |
| 30D | -0.1% | -0.4% | +0.2% | -0.1% |
| 3M | +1.1% | +39.2% | -38.1% | -8.9% |
| 6M | -3.8% | +18.2% | -22.0% | -9.2% |
| YTD | +3.8% | +12.1% | -8.2% | -1.0% |
| 1Y | -5.8% | -0.7% | -5.1% | -6.9% |
| 3Y | +3.0% | -1.7% | +4.7% | -0.9% |
| 5Y | +14.5% | +29.3% | -14.8% | -0.6% |
| 10Y | +117.8% | +80.7% | +37.1% | +60.3% |
| All | +3,981.9% | +2,270.7% | +1,711.2% | +1,010.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling