+747.9%
PH vs GPC
+85.6%
+662.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.7% |
| 7D | +2.0% | +1.6% | +0.4% | +1.0% |
| 30D | -3.7% | -2.1% | -1.6% | -2.9% |
| 3M | -14.0% | -6.8% | -7.2% | -10.8% |
| 6M | +2.1% | +18.6% | -16.5% | -10.6% |
| YTD | +5.1% | +2.7% | +2.4% | -1.6% |
| 1Y | +10.9% | +1.8% | +9.2% | +4.5% |
| 3Y | +132.9% | +1.1% | +131.9% | +106.6% |
| 5Y | +200.1% | +4.1% | +196.0% | +154.0% |
| All | +747.9% | +85.6% | +662.3% | +339.3% |
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