-1.7%
GPC vs MDY
+51.1%
-52.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.3% | -2.4% |
| 7D | +0.2% | +1.0% | -0.8% | -0.6% |
| 30D | -0.4% | -3.1% | +2.7% | +2.0% |
| 3M | +39.2% | +1.8% | +37.3% | +37.2% |
| 6M | +18.2% | +10.8% | +7.4% | +9.3% |
| YTD | +12.1% | +14.4% | -2.3% | +1.0% |
| 1Y | -0.7% | +15.2% | -15.9% | -11.0% |
| 3Y | -1.7% | +51.2% | -52.9% | -29.9% |
| All | -1.7% | +51.1% | -52.7% | -29.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling