+15,692.2%
MA vs GPC
+445.0%
+15,247.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.6% | -0.9% | -1.7% |
| 7D | +3.2% | +1.7% | +1.5% | +2.3% |
| 30D | +15.9% | -2.3% | +18.3% | +17.2% |
| 3M | +15.2% | -4.5% | +19.7% | +17.5% |
| 6M | +32.4% | +21.6% | +10.8% | +17.3% |
| YTD | +15.6% | +4.0% | +11.6% | +9.0% |
| 1Y | +19.3% | +3.5% | +15.8% | +12.7% |
| 3Y | +73.0% | +2.1% | +70.8% | +55.5% |
| 5Y | +93.7% | +5.5% | +88.3% | +66.1% |
| 10Y | +575.0% | +90.7% | +484.2% | +261.9% |
| All | +15,692.2% | +445.0% | +15,247.2% | +4,110.8% |
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