+70.3%
PR vs GPC
+85.0%
-14.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.7% | +1.2% |
| 7D | -9.5% | +0.4% | -9.9% | -9.7% |
| 30D | -5.7% | -1.8% | -3.9% | -5.4% |
| 3M | +3.0% | -6.6% | +9.6% | +4.9% |
| 6M | +11.8% | +21.3% | -9.5% | +1.5% |
| YTD | +58.5% | +4.3% | +54.2% | +50.9% |
| 1Y | +69.9% | +3.3% | +66.6% | +62.2% |
| 3Y | +84.9% | +0.8% | +84.1% | +71.2% |
| 5Y | +246.4% | +7.4% | +239.0% | +210.9% |
| 10Y | +70.3% | +79.2% | -8.9% | +73.3% |
| All | +70.3% | +85.0% | -14.7% | +73.3% |
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