+14.5%
PH vs GPC
+2.8%
+11.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.8% |
| 7D | +3.0% | +0.8% | +2.2% | +2.9% |
| 30D | -0.6% | -1.1% | +0.5% | -0.5% |
| 3M | -10.7% | -6.6% | -4.1% | -9.7% |
| 6M | +9.1% | +22.2% | -13.2% | +3.7% |
| YTD | +9.5% | +5.1% | +4.4% | -0.9% |
| All | +14.5% | +2.8% | +11.7% | +3.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling