+569.6%
MA vs GPC
+78.6%
+491.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -1.8% | -2.1% | +0.3% | -0.9% |
| 30D | +11.0% | -4.5% | +15.6% | +13.0% |
| 3M | +17.9% | -7.7% | +25.5% | +21.5% |
| 6M | +33.2% | +24.3% | +8.8% | +20.1% |
| YTD | +16.5% | +3.5% | +13.0% | +11.7% |
| 1Y | +19.1% | +0.7% | +18.4% | +15.5% |
| 3Y | +70.6% | 0.0% | +70.6% | +58.6% |
| 5Y | +92.1% | +5.8% | +86.3% | +69.4% |
| 10Y | +569.6% | +75.8% | +493.8% | +319.1% |
| All | +569.6% | +78.6% | +491.0% | +319.1% |
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