+23,761.0%
PH vs GPC
+2,341.8%
+21,419.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.8% |
| 30D | -3.2% | +6.0% | -9.2% | -6.9% |
| 3M | +10.6% | +42.6% | -32.0% | -14.1% |
| 6M | -2.1% | +22.8% | -24.9% | -16.7% |
| YTD | +10.2% | +15.5% | -5.3% | -4.0% |
| 1Y | +28.2% | +2.0% | +26.2% | +21.1% |
| 3Y | +134.9% | -1.4% | +136.3% | +113.9% |
| 5Y | +253.6% | +30.6% | +223.0% | +161.9% |
| 10Y | +804.7% | +80.6% | +724.1% | +420.0% |
| All | +23,761.0% | +2,341.8% | +21,419.2% | +3,149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling