-10.8%
MDLN vs GPC
+9.5%
-20.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.3% | -0.3% | -0.1% |
| 7D | +3.7% | +0.4% | +3.3% | +3.6% |
| 30D | -0.2% | +5.1% | -5.4% | -1.5% |
| 3M | +6.2% | +41.5% | -35.3% | +1.4% |
| 6M | -14.7% | +21.8% | -36.5% | -19.0% |
| YTD | -12.9% | +14.6% | -27.4% | -23.4% |
| All | -10.8% | +9.5% | -20.3% | -20.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling