+232.4%
PM vs GPC
+85.6%
+146.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.5% |
| 7D | -5.2% | +1.6% | -6.8% | -5.6% |
| 30D | +2.7% | -2.1% | +4.8% | +3.2% |
| 3M | +6.1% | -6.8% | +12.9% | +7.9% |
| 6M | +18.0% | +18.6% | -0.6% | +12.6% |
| YTD | +26.6% | +2.7% | +23.9% | +24.4% |
| 1Y | +36.7% | +1.8% | +34.9% | +34.6% |
| 3Y | +146.0% | +1.1% | +144.9% | +132.6% |
| 5Y | +164.1% | +4.1% | +160.0% | +142.0% |
| All | +232.4% | +85.6% | +146.8% | +165.4% |
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