+176.9%
MCD vs GPN
+28.5%
+148.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | -1.2% | -4.3% | +3.1% | -0.2% |
| 30D | -7.8% | 0.0% | -7.8% | -7.9% |
| 3M | -10.7% | +35.8% | -46.5% | -17.5% |
| 6M | -21.3% | +22.0% | -43.3% | -25.7% |
| YTD | -15.8% | +15.2% | -31.0% | -20.0% |
| 1Y | -16.0% | +3.5% | -19.5% | -18.2% |
| 3Y | -3.0% | -26.9% | +24.0% | +1.0% |
| 5Y | +18.6% | -44.2% | +62.8% | +30.9% |
| All | +176.9% | +28.5% | +148.4% | +162.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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