+1,681.1%
PLTR vs GPC
+57.0%
+1,624.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.3% | +3.2% | +4.9% |
| 7D | -5.1% | +0.8% | -6.0% | -5.3% |
| 30D | -19.1% | -1.1% | -18.0% | -19.0% |
| 3M | -1.6% | -6.6% | +5.0% | 0.0% |
| 6M | +22.8% | +22.2% | +0.5% | +15.7% |
| YTD | -4.8% | +5.1% | -9.9% | -8.0% |
| 1Y | -4.9% | +2.8% | -7.7% | -7.6% |
| 3Y | +826.1% | +2.4% | +823.7% | +759.3% |
| 5Y | +597.7% | +7.8% | +590.0% | +544.0% |
| All | +1,681.1% | +57.0% | +1,624.0% | +1,742.9% |
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