+82.2%
PR vs GPC
+74.2%
+8.0%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.8% | +2.3% |
| 7D | +6.7% | -1.3% | +8.0% | +7.1% |
| 30D | -6.1% | -6.0% | -0.1% | -4.4% |
| 3M | +6.9% | -7.6% | +14.5% | +9.2% |
| 6M | +14.6% | +24.2% | -9.6% | +3.0% |
| YTD | +66.1% | +2.7% | +63.4% | +59.0% |
| 1Y | +77.0% | +0.2% | +76.9% | +71.1% |
| 3Y | +93.8% | -0.8% | +94.6% | +80.4% |
| 5Y | +268.2% | +4.4% | +263.8% | +233.9% |
| All | +82.2% | +74.2% | +8.0% | +86.6% |
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