+13,824.2%
MA vs GPC
+504.7%
+13,319.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.1% | -2.2% | -1.7% |
| 7D | -2.7% | +1.2% | -3.9% | -3.3% |
| 30D | +1.5% | +6.0% | -4.4% | -1.6% |
| 3M | +20.4% | +42.6% | -22.2% | -1.4% |
| 6M | +11.1% | +22.8% | -11.6% | -2.1% |
| YTD | +2.0% | +15.5% | -13.5% | -8.7% |
| 1Y | -2.2% | +2.0% | -4.2% | -6.4% |
| 3Y | +41.9% | -1.4% | +43.3% | +30.8% |
| 5Y | +75.4% | +30.6% | +44.8% | +32.9% |
| 10Y | +527.5% | +80.6% | +446.9% | +255.9% |
| All | +13,824.2% | +504.7% | +13,319.4% | +3,425.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling