+386.6%
PSX vs GPC
+83.6%
+303.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.2% | +0.2% |
| 7D | +1.8% | -0.6% | +2.5% | +2.1% |
| 30D | +21.6% | +1.3% | +20.3% | +20.7% |
| 3M | +46.5% | +37.1% | +9.4% | +24.0% |
| 6M | +62.0% | +23.2% | +38.8% | +43.3% |
| YTD | +106.3% | +13.1% | +93.2% | +88.3% |
| 1Y | +103.0% | +0.9% | +102.1% | +96.1% |
| 3Y | +135.5% | -0.8% | +136.3% | +119.2% |
| 5Y | +368.5% | +31.1% | +337.4% | +256.3% |
| 10Y | +386.6% | +87.4% | +299.2% | +190.9% |
| All | +386.6% | +83.6% | +303.0% | +190.9% |
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