+165.8%
PM vs GPC
+3.6%
+162.3%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -5.2% | +1.6% | -6.8% | -5.4% |
| 30D | +2.7% | -2.1% | +4.8% | +2.9% |
| 3M | +5.2% | -6.8% | +12.0% | +5.9% |
| 6M | +17.0% | +18.6% | -1.6% | +15.4% |
| YTD | +25.5% | +2.7% | +22.8% | +25.2% |
| 1Y | +35.5% | +1.8% | +33.7% | +35.2% |
| 3Y | +143.9% | +1.1% | +142.9% | +135.8% |
| All | +165.8% | +3.6% | +162.3% | +149.1% |
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