+14.8%
PL vs GPC
+18.4%
-3.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.1% | -1.6% | -8.6% | -9.5% |
| 7D | -20.5% | +1.7% | -22.2% | -21.1% |
| 30D | -38.8% | -2.3% | -36.5% | -38.5% |
| 3M | -49.1% | -4.5% | -44.6% | -48.4% |
| 6M | -69.4% | +21.6% | -90.9% | -72.3% |
| YTD | -42.3% | +4.0% | -46.4% | -45.5% |
| 1Y | -14.2% | +3.5% | -17.7% | -18.7% |
| 3Y | +398.7% | +2.1% | +396.5% | +360.2% |
| 5Y | +11.1% | +5.5% | +5.7% | -5.7% |
| All | +14.8% | +18.4% | -3.6% | -2.8% |
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