+1,692.6%
PLTR vs GPC
+67.5%
+1,625.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.5% |
| 7D | -5.3% | +0.2% | -5.5% | -5.4% |
| 30D | -1.0% | -0.4% | -0.6% | -1.0% |
| 3M | +24.8% | +39.2% | -14.4% | +13.8% |
| 6M | +8.4% | +18.2% | -9.9% | +3.1% |
| YTD | -4.2% | +12.1% | -16.3% | -8.9% |
| 1Y | +9.1% | -0.7% | +9.8% | +7.7% |
| 3Y | +1,025.6% | -1.7% | +1,027.3% | +972.1% |
| 5Y | +565.8% | +29.3% | +536.5% | +526.9% |
| All | +1,692.6% | +67.5% | +1,625.1% | +1,725.8% |
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