+363.8%
PSX vs GPC
+29.0%
+334.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.4% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | +27.8% | -0.4% | +28.1% | +27.8% |
| 3M | +42.0% | +39.2% | +2.9% | +27.6% |
| 6M | +58.1% | +18.2% | +39.9% | +49.2% |
| YTD | +105.0% | +12.1% | +92.9% | +95.4% |
| 1Y | +104.9% | -0.7% | +105.6% | +103.8% |
| 3Y | +134.1% | -1.7% | +135.7% | +125.4% |
| 5Y | +363.8% | +29.3% | +334.5% | +277.0% |
| All | +363.8% | +29.0% | +334.8% | +277.0% |
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