+35,450.5%
MCHP vs GPC
+1,431.7%
+34,018.8%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.7% | +0.4% |
| 7D | -4.3% | -1.3% | -3.0% | -3.4% |
| 30D | -16.3% | -6.0% | -10.3% | -13.4% |
| 3M | -21.4% | -7.6% | -13.8% | -18.1% |
| 6M | -35.8% | +24.2% | -60.0% | -45.3% |
| YTD | -0.9% | +2.7% | -3.6% | -7.1% |
| 1Y | +14.5% | +0.2% | +14.4% | +9.0% |
| 3Y | -13.7% | -0.8% | -12.9% | -20.5% |
| 5Y | -16.9% | +4.4% | -21.4% | -26.4% |
| 10Y | +137.5% | +74.5% | +63.0% | +45.7% |
| All | +35,450.5% | +1,431.7% | +34,018.8% | +7,174.8% |
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