+40.4%
PL vs GPC
+16.9%
+23.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.3% | -2.8% |
| 7D | +22.3% | -1.3% | +23.5% | +22.9% |
| 30D | -8.3% | -6.0% | -2.3% | -6.3% |
| 3M | -43.3% | -7.6% | -35.6% | -41.7% |
| 6M | -65.8% | +24.2% | -90.1% | -69.4% |
| YTD | -29.5% | +2.7% | -32.2% | -33.0% |
| 1Y | +11.7% | +0.2% | +11.6% | +7.7% |
| 3Y | +540.6% | -0.8% | +541.3% | +499.1% |
| 5Y | +32.9% | +4.4% | +28.4% | +13.4% |
| All | +40.4% | +16.9% | +23.5% | +19.5% |
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