+1,067.6%
PSX vs GPC
+202.1%
+865.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | +0.1% |
| 7D | -13.1% | +1.6% | -14.7% | -13.9% |
| 30D | -9.5% | -2.1% | -7.5% | -8.9% |
| 3M | +20.2% | -6.8% | +27.0% | +23.6% |
| 6M | +44.9% | +18.6% | +26.3% | +29.5% |
| YTD | +94.4% | +2.7% | +91.7% | +83.9% |
| 1Y | +83.1% | +1.8% | +81.3% | +74.0% |
| 3Y | +132.2% | +1.1% | +131.1% | +111.2% |
| 5Y | +278.8% | +4.1% | +274.8% | +225.1% |
| 10Y | +354.2% | +88.2% | +265.9% | +158.7% |
| All | +1,067.6% | +202.1% | +865.5% | +383.3% |
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