+83.0%
PL vs GPC
+31.4%
+51.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -9.3% | +0.4% | -9.7% | -9.5% |
| 30D | -18.9% | +5.1% | -24.1% | -20.5% |
| 3M | -58.4% | +41.5% | -99.9% | -64.5% |
| 6M | -30.3% | +21.8% | -52.1% | -36.7% |
| YTD | -8.1% | +14.6% | -22.7% | -16.0% |
| 1Y | +180.5% | +1.3% | +179.2% | +174.1% |
| 3Y | +444.1% | -1.4% | +445.6% | +417.5% |
| 5Y | +83.0% | +30.6% | +52.4% | +49.0% |
| All | +83.0% | +31.4% | +51.6% | +49.1% |
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