+26.8%
PL vs GPC
+16.9%
+9.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -1.3% | +11.7% | +10.9% |
| 7D | -6.8% | +1.6% | -8.4% | -7.5% |
| 30D | -29.3% | -2.1% | -27.2% | -29.1% |
| 3M | -44.8% | -6.8% | -38.0% | -43.5% |
| 6M | -68.4% | +18.6% | -87.0% | -71.2% |
| YTD | -36.4% | +2.7% | -39.0% | -39.6% |
| 1Y | +0.7% | +1.8% | -1.1% | -3.9% |
| 3Y | +455.3% | +1.1% | +454.3% | +414.0% |
| 5Y | +22.7% | +4.1% | +18.6% | +4.5% |
| All | +26.8% | +16.9% | +9.9% | +7.8% |
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