+19.4%
MCD vs GPN
-46.4%
+65.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.7% | +1.8% | -0.6% |
| 7D | -2.9% | -6.2% | +3.4% | -2.1% |
| 30D | -6.7% | +1.0% | -7.8% | -6.9% |
| 3M | -9.6% | +36.9% | -46.5% | -13.3% |
| 6M | -22.3% | +16.8% | -39.1% | -24.2% |
| YTD | -15.4% | +13.2% | -28.7% | -17.4% |
| 1Y | -16.8% | +1.4% | -18.2% | -17.6% |
| 3Y | -2.4% | -28.6% | +26.2% | +0.2% |
| 5Y | +19.4% | -47.0% | +66.3% | +23.8% |
| All | +19.4% | -46.4% | +65.8% | +23.8% |
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