+165.3%
MMM vs GPC
+1.3%
+164.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.7% |
| 7D | +7.0% | +0.4% | +6.6% | +6.9% |
| 30D | +18.4% | -1.8% | +20.2% | +18.9% |
| 3M | +4.5% | -6.6% | +11.1% | +6.7% |
| 6M | +33.4% | +21.3% | +12.1% | +22.5% |
| YTD | +20.0% | +4.3% | +15.7% | +15.9% |
| 1Y | +15.0% | +3.3% | +11.8% | +11.4% |
| All | +165.3% | +1.3% | +164.0% | +142.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling