+37.0%
MDT vs GPN
+28.5%
+8.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -3.4% | -4.3% | +0.9% | -2.1% |
| 30D | +0.2% | 0.0% | +0.2% | 0.0% |
| 3M | +14.3% | +35.8% | -21.6% | +3.1% |
| 6M | +4.0% | +22.0% | -18.0% | -3.8% |
| YTD | -3.7% | +15.2% | -18.9% | -10.0% |
| 1Y | -0.4% | +3.5% | -3.8% | -3.8% |
| 3Y | +23.3% | -26.9% | +50.3% | +29.9% |
| 5Y | -18.9% | -44.2% | +25.3% | -8.0% |
| All | +37.0% | +28.5% | +8.5% | +17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling