+710.0%
PH vs GPC
+78.6%
+631.4%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +1.3% |
| 7D | +6.9% | -2.1% | +9.0% | +8.3% |
| 30D | +1.7% | -4.5% | +6.2% | +4.2% |
| 3M | -8.1% | -7.7% | -0.5% | -4.1% |
| 6M | +11.5% | +24.3% | -12.8% | -5.2% |
| YTD | +11.4% | +3.5% | +7.9% | +3.9% |
| 1Y | +14.1% | +0.7% | +13.4% | +8.3% |
| 3Y | +138.2% | 0.0% | +138.3% | +113.4% |
| 5Y | +216.0% | +5.8% | +210.2% | +164.5% |
| 10Y | +710.0% | +75.8% | +634.2% | +345.6% |
| All | +710.0% | +78.6% | +631.4% | +345.6% |
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