+2,812.9%
MMM vs GPC
+2,341.8%
+471.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | -3.3% | +1.2% | -4.5% | -3.9% |
| 30D | -7.0% | +6.0% | -13.0% | -9.6% |
| 3M | +10.8% | +42.6% | -31.8% | -7.1% |
| 6M | +5.8% | +22.8% | -17.0% | -5.2% |
| YTD | +6.8% | +15.5% | -8.7% | -2.2% |
| 1Y | +10.4% | +2.0% | +8.3% | +7.1% |
| 3Y | +104.7% | -1.4% | +106.1% | +95.3% |
| 5Y | +23.6% | +30.6% | -7.0% | +1.8% |
| 10Y | +54.1% | +80.6% | -26.5% | +2.9% |
| All | +2,812.9% | +2,341.8% | +471.1% | +542.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling