+38.4%
MDT vs GPC
+88.6%
-50.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.8% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +2.8% | +1.3% | +1.5% | +2.3% |
| 3M | +13.1% | +37.1% | -24.0% | +1.4% |
| 6M | +2.3% | +23.2% | -20.9% | -5.2% |
| YTD | -2.7% | +13.1% | -15.8% | -8.0% |
| 1Y | +0.9% | +0.9% | 0.0% | -0.9% |
| 3Y | +26.8% | -0.8% | +27.6% | +21.5% |
| 5Y | -19.5% | +31.1% | -50.6% | -32.7% |
| All | +38.4% | +88.6% | -50.1% | -4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling