+24.1%
PPG vs GPC
+86.4%
-62.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -6.2% | -3.2% | -3.1% | -4.6% |
| 30D | -7.9% | +0.5% | -8.5% | -8.2% |
| 3M | -10.2% | +31.7% | -42.0% | -23.0% |
| 6M | +2.7% | +24.7% | -22.1% | -9.4% |
| YTD | +4.9% | +11.8% | -6.9% | -3.1% |
| 1Y | -3.2% | -3.0% | -0.2% | -3.5% |
| 3Y | -17.0% | -1.1% | -15.9% | -21.4% |
| 5Y | -23.3% | +30.5% | -53.8% | -38.3% |
| All | +24.1% | +86.4% | -62.3% | -19.5% |
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