+260.9%
PM vs GPC
+78.6%
+182.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.3% |
| 7D | -7.1% | -2.1% | -5.0% | -6.6% |
| 30D | -2.8% | -4.5% | +1.7% | -1.7% |
| 3M | +6.3% | -7.7% | +14.0% | +8.3% |
| 6M | +9.6% | +24.3% | -14.7% | +3.4% |
| YTD | +25.6% | +3.5% | +22.1% | +23.2% |
| 1Y | +29.7% | +0.7% | +28.9% | +27.9% |
| 3Y | +147.6% | 0.0% | +147.6% | +134.9% |
| 5Y | +160.1% | +5.8% | +154.3% | +136.6% |
| 10Y | +260.9% | +75.8% | +185.1% | +162.4% |
| All | +260.9% | +78.6% | +182.3% | +162.4% |
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