+554.8%
MA vs GPC
+93.7%
+461.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.8% | -0.5% |
| 7D | -0.3% | +0.8% | -1.2% | -0.7% |
| 30D | +11.3% | -1.1% | +12.4% | +11.7% |
| 3M | +16.7% | -6.6% | +23.3% | +19.7% |
| 6M | +32.8% | +22.2% | +10.5% | +20.7% |
| YTD | +15.6% | +5.1% | +10.6% | +10.2% |
| 1Y | +19.6% | +2.8% | +16.8% | +15.0% |
| 3Y | +72.1% | +2.4% | +69.7% | +58.5% |
| 5Y | +96.0% | +7.8% | +88.3% | +71.7% |
| 10Y | +554.8% | +87.2% | +467.5% | +310.1% |
| All | +554.8% | +93.7% | +461.0% | +310.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling