+22.7%
MCD vs GPC
+3.6%
+19.2%
-31.0%
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% | -0.3% |
| 7D | +7.1% | +1.6% | +5.6% | +6.8% |
| 30D | +19.8% | -2.1% | +21.8% | +20.3% |
| 3M | +0.8% | -6.8% | +7.6% | +2.2% |
| 6M | -1.3% | +18.6% | -19.9% | -5.1% |
| YTD | -7.8% | +2.7% | -10.4% | -9.3% |
| 1Y | -5.0% | +1.8% | -6.7% | -6.5% |
| 3Y | +10.5% | +1.1% | +9.5% | +6.6% |
| All | +22.7% | +3.6% | +19.2% | +11.9% |
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