+193.4%
MCD vs GPN
+39.9%
+153.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +4.2% | -4.8% | -1.6% |
| 7D | -1.6% | -5.6% | +4.0% | -0.5% |
| 30D | +14.1% | +13.6% | +0.5% | +10.0% |
| 3M | +0.6% | -2.8% | +3.4% | +0.6% |
| 6M | 0.0% | +38.1% | -38.0% | -8.8% |
| YTD | -9.3% | +19.9% | -29.2% | -15.2% |
| 1Y | -9.3% | +23.4% | -32.7% | -15.9% |
| 3Y | +8.6% | -12.6% | +21.3% | +6.7% |
| 5Y | +21.9% | -26.6% | +48.5% | +21.9% |
| All | +193.4% | +39.9% | +153.5% | +164.4% |
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