+42,373.8%
MCHP vs GPC
+1,621.7%
+40,752.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +0.8% |
| 7D | +1.7% | +1.2% | +0.5% | +1.0% |
| 30D | -4.1% | +6.0% | -10.0% | -7.4% |
| 3M | -22.5% | +42.6% | -65.1% | -38.9% |
| 6M | +7.3% | +22.8% | -15.5% | -7.9% |
| YTD | +18.4% | +15.5% | +2.9% | +4.0% |
| 1Y | +18.1% | +2.0% | +16.1% | +11.9% |
| 3Y | -2.8% | -1.4% | -1.4% | -9.9% |
| 5Y | +5.5% | +30.6% | -25.1% | -18.0% |
| 10Y | +185.8% | +80.6% | +105.2% | +72.4% |
| All | +42,373.8% | +1,621.7% | +40,752.1% | +8,049.5% |
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