+2,735.9%
PPG vs GPC
+2,341.8%
+394.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.1% | +0.5% | +1.0% |
| 7D | -1.5% | +1.2% | -2.7% | -2.1% |
| 30D | -5.0% | +6.0% | -10.9% | -8.1% |
| 3M | +1.1% | +42.6% | -41.5% | -18.5% |
| 6M | -3.2% | +22.8% | -25.9% | -14.9% |
| YTD | +11.9% | +15.5% | -3.6% | +0.7% |
| 1Y | +5.3% | +2.0% | +3.3% | +1.9% |
| 3Y | -15.0% | -1.4% | -13.6% | -19.6% |
| 5Y | -19.6% | +30.6% | -50.2% | -36.3% |
| 10Y | +27.0% | +80.6% | -53.6% | -22.1% |
| All | +2,735.9% | +2,341.8% | +394.1% | +381.1% |
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 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