+39.5%
PL vs GPC
+17.4%
+22.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.1% | -0.8% |
| 7D | +10.0% | +0.4% | +9.6% | +10.0% |
| 30D | -2.3% | -6.3% | +4.0% | 0.0% |
| 3M | -44.2% | -8.2% | -36.0% | -42.6% |
| 6M | -66.1% | +27.1% | -93.2% | -69.9% |
| YTD | -30.0% | +3.1% | -33.1% | -33.5% |
| 1Y | +21.0% | +0.1% | +21.0% | +16.9% |
| 3Y | +516.5% | +0.2% | +516.3% | +474.1% |
| 5Y | +32.0% | +4.9% | +27.2% | +12.4% |
| All | +39.5% | +17.4% | +22.1% | +18.5% |
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