+234.7%
PM vs GPC
+93.7%
+140.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -3.0% |
| 7D | -7.3% | +0.8% | -8.1% | -7.5% |
| 30D | -4.0% | -1.1% | -2.9% | -3.8% |
| 3M | +2.7% | -6.6% | +9.4% | +4.4% |
| 6M | +14.9% | +22.2% | -7.4% | +8.8% |
| YTD | +23.5% | +5.1% | +18.5% | +20.7% |
| 1Y | +30.4% | +2.8% | +27.6% | +28.0% |
| 3Y | +143.2% | +2.4% | +140.9% | +129.4% |
| 5Y | +159.5% | +7.8% | +151.7% | +135.2% |
| 10Y | +234.7% | +87.2% | +147.4% | +150.6% |
| All | +234.7% | +93.7% | +140.9% | +150.6% |
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