+765.0%
PLTR vs GPC
+1.0%
+764.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +3.7% |
| 7D | -12.9% | +1.6% | -14.5% | -13.1% |
| 30D | -17.4% | -2.1% | -15.3% | -17.2% |
| 3M | +2.9% | -6.8% | +9.7% | +3.8% |
| 6M | +19.9% | +18.6% | +1.3% | +17.4% |
| YTD | -9.8% | +2.7% | -12.4% | -11.2% |
| 1Y | -8.4% | +1.8% | -10.2% | -9.8% |
| 3Y | +765.0% | +1.1% | +764.0% | +713.0% |
| All | +765.0% | +1.0% | +764.1% | +713.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling