+223.9%
PR vs GPC
+6.4%
+217.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -1.6% | -3.3% | -4.4% |
| 7D | -16.5% | +1.7% | -18.2% | -17.0% |
| 30D | -4.5% | -2.3% | -2.2% | -4.1% |
| 3M | +8.5% | -4.5% | +13.0% | +9.4% |
| 6M | -3.3% | +21.6% | -24.9% | -11.0% |
| YTD | +55.7% | +4.0% | +51.7% | +50.0% |
| 1Y | +82.0% | +3.5% | +78.5% | +75.7% |
| 3Y | +62.5% | +2.1% | +60.3% | +47.2% |
| 5Y | +223.9% | +5.5% | +218.5% | +181.4% |
| All | +223.9% | +6.4% | +217.5% | +181.4% |
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