+96.1%
PSX vs GPC
0.0%
+96.1%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.6% |
| 7D | +6.4% | -1.3% | +7.7% | +6.4% |
| 30D | -10.2% | -6.0% | -4.2% | -10.1% |
| 3M | +17.2% | -7.6% | +24.8% | +17.3% |
| 6M | +51.8% | +24.2% | +27.5% | +49.6% |
| YTD | +108.0% | +2.7% | +105.3% | +102.3% |
| 1Y | +96.1% | +0.2% | +96.0% | +96.6% |
| All | +96.1% | 0.0% | +96.1% | +96.6% |
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 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