+82.9%
GPC vs MDY
+175.0%
-92.0%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | 0.0% |
| 7D | -1.8% | -2.5% | +0.8% | +0.4% |
| 30D | +0.1% | -5.0% | +5.1% | +4.5% |
| 3M | +37.4% | +0.5% | +36.9% | +36.7% |
| 6M | +25.4% | +8.0% | +17.4% | +17.4% |
| YTD | +12.2% | +12.2% | 0.0% | +1.5% |
| 1Y | -0.3% | +14.0% | -14.3% | -11.2% |
| 3Y | -1.6% | +48.2% | -49.8% | -30.8% |
| 5Y | +31.0% | +46.1% | -15.1% | -8.2% |
| All | +82.9% | +175.0% | -92.0% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded MDY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling