+82.0%
PR vs GPC
+5.2%
+76.9%
-19.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -5.1% |
| 7D | -16.5% | +1.7% | -18.2% | -16.3% |
| 30D | -4.5% | -2.3% | -2.2% | -4.6% |
| 3M | +8.5% | -4.5% | +13.0% | +8.1% |
| 6M | -3.3% | +21.6% | -24.9% | -1.7% |
| YTD | +55.7% | +4.0% | +51.7% | +56.4% |
| 1Y | +82.0% | +3.5% | +78.5% | +83.0% |
| All | +82.0% | +5.2% | +76.9% | +83.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling