+117.4%
PM vs GPC
+30.9%
+86.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.1% |
| 7D | -4.9% | +1.2% | -6.1% | -5.0% |
| 30D | -3.4% | +6.0% | -9.4% | -3.9% |
| 3M | +5.2% | +42.6% | -37.5% | +2.0% |
| 6M | +3.7% | +22.8% | -19.0% | +1.6% |
| YTD | +15.8% | +15.5% | +0.3% | +14.1% |
| 1Y | +17.4% | +2.0% | +15.3% | +16.7% |
| 3Y | +116.9% | -1.4% | +118.4% | +115.8% |
| All | +117.4% | +30.9% | +86.5% | +85.3% |
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