+763.1%
PM vs GPC
+542.4%
+220.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.1% | -3.1% | -2.3% |
| 7D | -4.9% | +1.2% | -6.1% | -5.3% |
| 30D | -3.4% | +6.0% | -9.4% | -5.2% |
| 3M | +5.2% | +42.6% | -37.5% | -6.6% |
| 6M | +3.7% | +22.8% | -19.0% | -3.8% |
| YTD | +15.8% | +15.5% | +0.3% | +8.9% |
| 1Y | +17.4% | +2.0% | +15.3% | +14.8% |
| 3Y | +116.9% | -1.4% | +118.4% | +105.8% |
| 5Y | +117.3% | +30.6% | +86.7% | +80.1% |
| 10Y | +193.8% | +80.6% | +113.1% | +100.6% |
| All | +763.1% | +542.4% | +220.7% | +214.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling