+537.5%
MAR vs GPC
+85.0%
+452.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.4% | +3.0% |
| 7D | +2.9% | +0.4% | +2.5% | +2.6% |
| 30D | +17.0% | -1.8% | +18.9% | +17.9% |
| 3M | +23.2% | -6.6% | +29.7% | +27.0% |
| 6M | +21.7% | +21.3% | +0.4% | +7.7% |
| YTD | +38.9% | +4.3% | +34.6% | +31.0% |
| 1Y | +48.7% | +3.3% | +45.4% | +40.9% |
| 3Y | +122.9% | +0.8% | +122.1% | +103.2% |
| 5Y | +177.5% | +7.4% | +170.1% | +135.5% |
| 10Y | +537.5% | +79.2% | +458.3% | +273.8% |
| All | +537.5% | +85.0% | +452.5% | +273.8% |
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 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