+78.4%
MMM vs GPC
+78.6%
-0.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | +0.1% |
| 7D | -2.6% | -2.1% | -0.5% | -1.7% |
| 30D | +17.4% | -4.5% | +21.9% | +19.6% |
| 3M | +3.6% | -7.7% | +11.3% | +6.9% |
| 6M | +33.0% | +24.3% | +8.7% | +19.0% |
| YTD | +19.6% | +3.5% | +16.2% | +15.2% |
| 1Y | +14.0% | +0.7% | +13.3% | +11.1% |
| 3Y | +164.3% | 0.0% | +164.3% | +150.9% |
| 5Y | +49.3% | +5.8% | +43.5% | +35.3% |
| 10Y | +78.4% | +75.8% | +2.6% | +23.5% |
| All | +78.4% | +78.6% | -0.2% | +23.5% |
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 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