+198.6%
PM vs GPC
+79.8%
+118.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.1% | +1.9% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -2.6% | -0.4% | -2.2% | -2.5% |
| 3M | +5.8% | +39.2% | -33.4% | -2.8% |
| 6M | +10.6% | +18.2% | -7.7% | +5.4% |
| YTD | +17.2% | +12.1% | +5.1% | +12.8% |
| 1Y | +17.6% | -0.7% | +18.3% | +16.6% |
| 3Y | +124.3% | -1.7% | +125.9% | +115.7% |
| 5Y | +125.1% | +29.3% | +95.8% | +91.9% |
| 10Y | +198.6% | +80.7% | +118.0% | +122.9% |
| All | +198.6% | +79.8% | +118.8% | +122.9% |
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