+835.7%
PM vs GPC
+471.3%
+364.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.4% |
| 7D | -5.2% | +1.6% | -6.8% | -5.7% |
| 30D | +2.7% | -2.1% | +4.8% | +3.3% |
| 3M | +5.2% | -6.8% | +12.0% | +7.5% |
| 6M | +17.0% | +18.6% | -1.6% | +9.9% |
| YTD | +25.5% | +2.7% | +22.8% | +22.5% |
| 1Y | +35.5% | +1.8% | +33.7% | +32.5% |
| 3Y | +143.9% | +1.1% | +142.9% | +127.4% |
| 5Y | +161.8% | +4.1% | +157.8% | +135.9% |
| 10Y | +235.9% | +88.2% | +147.7% | +121.8% |
| All | +835.7% | +471.3% | +364.4% | +253.2% |
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