+695.9%
PH vs GPC
+74.9%
+621.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.3% |
| 7D | +4.3% | +0.4% | +3.9% | +4.1% |
| 30D | +0.1% | -6.3% | +6.4% | +3.9% |
| 3M | -9.4% | -8.2% | -1.2% | -5.1% |
| 6M | +8.8% | +27.1% | -18.3% | -8.8% |
| YTD | +9.6% | +3.1% | +6.5% | +2.5% |
| 1Y | +14.4% | +0.1% | +14.4% | +9.1% |
| 3Y | +134.5% | +0.2% | +134.3% | +109.6% |
| 5Y | +204.4% | +4.9% | +199.6% | +156.5% |
| All | +695.9% | +74.9% | +621.0% | +343.6% |
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