+23.2%
MCD vs GPN
-18.3%
+41.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | -1.9% | +4.3% | -6.2% | -2.5% |
| 30D | +16.6% | +22.1% | -5.5% | +13.3% |
| 3M | +0.9% | +17.1% | -16.1% | -1.4% |
| 6M | +1.5% | +46.7% | -45.3% | -4.0% |
| YTD | -8.3% | +30.8% | -39.1% | -12.4% |
| 1Y | -8.1% | +31.5% | -39.6% | -12.3% |
| 3Y | +10.3% | -5.1% | +15.5% | +8.5% |
| All | +23.2% | -18.3% | +41.5% | +24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling