+85.0%
MA vs GPC
+4.8%
+80.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | -0.5% | -1.3% | +0.8% | -0.1% |
| 30D | +7.9% | -6.0% | +13.9% | +9.7% |
| 3M | +16.8% | -7.6% | +24.4% | +19.3% |
| 6M | +31.0% | +24.2% | +6.8% | +22.2% |
| YTD | +15.0% | +2.7% | +12.3% | +12.0% |
| 1Y | +17.0% | +0.2% | +16.9% | +14.9% |
| 3Y | +68.5% | -0.8% | +69.2% | +58.8% |
| 5Y | +85.0% | +4.4% | +80.5% | +57.5% |
| All | +85.0% | +4.8% | +80.1% | +57.5% |
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