+5,979.9%
MCD vs GPC
+2,341.8%
+3,638.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.9% | -1.6% |
| 7D | -2.8% | +0.4% | -3.2% | -3.0% |
| 30D | -6.0% | +5.1% | -11.2% | -7.6% |
| 3M | -5.6% | +41.5% | -47.1% | -16.4% |
| 6M | -21.9% | +21.8% | -43.7% | -27.5% |
| YTD | -14.7% | +14.6% | -29.3% | -19.8% |
| 1Y | -17.3% | +1.3% | -18.5% | -19.0% |
| 3Y | -2.2% | -1.4% | -0.7% | -6.4% |
| 5Y | +20.3% | +30.6% | -10.3% | +2.3% |
| 10Y | +180.7% | +80.6% | +100.1% | +100.5% |
| All | +5,979.9% | +2,341.8% | +3,638.1% | +1,574.3% |
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