+1,112.1%
PSX vs GPC
+239.6%
+872.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.4% |
| 7D | +4.5% | +1.2% | +3.3% | +3.9% |
| 30D | +26.6% | +6.0% | +20.6% | +22.9% |
| 3M | +39.3% | +42.6% | -3.4% | +14.4% |
| 6M | +56.8% | +22.8% | +34.1% | +38.0% |
| YTD | +101.8% | +15.5% | +86.4% | +81.1% |
| 1Y | +99.6% | +2.0% | +97.6% | +91.2% |
| 3Y | +140.3% | -1.4% | +141.8% | +123.8% |
| 5Y | +339.3% | +30.6% | +308.7% | +233.0% |
| 10Y | +369.9% | +80.6% | +289.2% | +181.4% |
| All | +1,112.1% | +239.6% | +872.5% | +376.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling