+552.9%
PLTR vs GPC
+30.9%
+522.0%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.1% | -5.6% | -4.9% |
| 7D | -6.4% | +1.2% | -7.6% | -6.9% |
| 30D | +10.0% | +6.0% | +4.1% | +7.5% |
| 3M | +23.0% | +42.6% | -19.6% | +7.1% |
| 6M | +13.8% | +22.8% | -9.0% | +4.5% |
| YTD | -1.9% | +15.5% | -17.4% | -9.7% |
| 1Y | +11.6% | +2.0% | +9.6% | +8.6% |
| 3Y | +1,048.4% | -1.4% | +1,049.9% | +979.4% |
| All | +552.9% | +30.9% | +522.0% | +335.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling