-23.7%
PPG vs GPC
+29.3%
-53.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -5.1% | -1.8% | -3.4% | -4.3% |
| 30D | -9.6% | +0.1% | -9.6% | -9.6% |
| 3M | -6.4% | +37.4% | -43.8% | -21.0% |
| 6M | +0.5% | +25.4% | -24.9% | -11.1% |
| YTD | +4.4% | +12.2% | -7.7% | -3.7% |
| 1Y | -0.9% | -0.3% | -0.6% | -2.9% |
| 3Y | -17.0% | -1.6% | -15.4% | -21.6% |
| 5Y | -23.7% | +31.0% | -54.6% | -43.1% |
| All | -23.7% | +29.3% | -53.0% | -43.1% |
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