+792.3%
PH vs GPC
+79.8%
+712.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | +1.1% |
| 7D | +0.4% | +0.2% | +0.2% | +0.2% |
| 30D | -10.8% | -0.4% | -10.4% | -10.7% |
| 3M | +8.5% | +39.2% | -30.7% | -13.5% |
| 6M | +3.9% | +18.2% | -14.3% | -8.5% |
| YTD | +9.4% | +12.1% | -2.7% | -2.3% |
| 1Y | +26.8% | -0.7% | +27.5% | +22.5% |
| 3Y | +140.8% | -1.7% | +142.5% | +120.0% |
| 5Y | +253.8% | +29.3% | +224.5% | +157.5% |
| 10Y | +792.3% | +80.7% | +711.7% | +386.0% |
| All | +792.3% | +79.8% | +712.5% | +386.0% |
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