+92.3%
MA vs GPC
+3.6%
+88.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.1% |
| 7D | +2.3% | +1.6% | +0.7% | +1.9% |
| 30D | +14.7% | -2.1% | +16.8% | +15.3% |
| 3M | +13.5% | -6.8% | +20.3% | +15.6% |
| 6M | +33.1% | +18.6% | +14.5% | +25.9% |
| YTD | +15.1% | +2.7% | +12.4% | +12.0% |
| 1Y | +18.7% | +1.8% | +16.9% | +15.9% |
| 3Y | +72.1% | +1.1% | +71.0% | +60.7% |
| All | +92.3% | +3.6% | +88.8% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling