+345.8%
PSX vs GPC
+93.7%
+252.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.3% | +0.7% | +1.9% |
| 7D | -8.0% | +0.8% | -8.8% | -8.4% |
| 30D | -9.0% | -1.1% | -8.0% | -8.8% |
| 3M | +24.7% | -6.6% | +31.4% | +28.0% |
| 6M | +49.3% | +22.2% | +27.1% | +32.5% |
| YTD | +100.2% | +5.1% | +95.1% | +88.2% |
| 1Y | +88.8% | +2.8% | +86.0% | +79.5% |
| 3Y | +152.5% | +2.4% | +150.1% | +129.9% |
| 5Y | +283.2% | +7.8% | +275.4% | +224.6% |
| 10Y | +345.8% | +87.2% | +258.6% | +168.9% |
| All | +345.8% | +93.7% | +252.1% | +168.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling