+73.2%
PR vs GPC
+1.0%
+72.2%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | -16.4% | +1.6% | -18.0% | -16.6% |
| 30D | -1.9% | -2.1% | +0.2% | -1.8% |
| 3M | +8.0% | -6.8% | +14.8% | +8.5% |
| 6M | +4.1% | +18.6% | -14.5% | +0.8% |
| YTD | +58.7% | +2.7% | +56.0% | +57.5% |
| 1Y | +75.8% | +1.8% | +74.1% | +74.9% |
| 3Y | +73.2% | +1.1% | +72.1% | +65.5% |
| All | +73.2% | +1.0% | +72.2% | +65.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling