+415.3%
PR vs GPC
+30.9%
+384.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -1.9% |
| 7D | +2.9% | +1.2% | +1.7% | +2.5% |
| 30D | +18.0% | +6.0% | +12.1% | +15.7% |
| 3M | +16.9% | +42.6% | -25.8% | +2.3% |
| 6M | +28.2% | +22.8% | +5.4% | +18.2% |
| YTD | +69.3% | +15.5% | +53.9% | +58.3% |
| 1Y | +69.5% | +2.0% | +67.5% | +67.1% |
| 3Y | +81.7% | -1.4% | +83.1% | +74.2% |
| All | +415.3% | +30.9% | +384.3% | +252.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling