+1,224.0%
GPC vs MDY
+2,629.7%
-1,405.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.3% |
| 7D | -2.1% | +0.2% | -2.3% | -2.3% |
| 30D | -4.5% | +2.1% | -6.7% | -6.0% |
| 3M | -7.7% | -3.6% | -4.0% | -5.5% |
| 6M | +24.3% | +1.7% | +22.6% | +22.7% |
| YTD | +3.5% | +13.8% | -10.4% | -5.5% |
| 1Y | +0.7% | +15.5% | -14.8% | -9.0% |
| 3Y | 0.0% | +58.3% | -58.3% | -27.6% |
| 5Y | +5.8% | +37.4% | -31.6% | -16.2% |
| 10Y | +75.8% | +171.0% | -95.2% | -10.7% |
| All | +1,224.0% | +2,629.7% | -1,405.7% | +105.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling