+99.6%
PSX vs GPC
+0.2%
+99.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.2% | +0.2% |
| 7D | +4.5% | +0.4% | +4.1% | +4.5% |
| 30D | +26.6% | +5.1% | +21.5% | +26.5% |
| 3M | +39.3% | +41.5% | -2.3% | +36.6% |
| 6M | +56.8% | +21.8% | +35.0% | +58.1% |
| YTD | +101.8% | +14.6% | +87.3% | +102.0% |
| 1Y | +99.6% | +1.3% | +98.3% | +103.8% |
| All | +99.6% | +0.2% | +99.4% | +103.8% |
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