+3,099.6%
MMM vs GPC
+2,071.6%
+1,028.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.8% |
| 7D | +6.2% | +1.6% | +4.6% | +5.5% |
| 30D | +14.2% | -2.1% | +16.3% | +15.1% |
| 3M | +2.9% | -6.8% | +9.7% | +5.9% |
| 6M | +27.6% | +18.6% | +9.0% | +16.0% |
| YTD | +17.3% | +2.7% | +14.6% | +13.1% |
| 1Y | +15.1% | +1.8% | +13.3% | +11.3% |
| 3Y | +157.1% | +1.1% | +156.1% | +142.7% |
| 5Y | +45.1% | +4.1% | +41.0% | +32.7% |
| 10Y | +83.9% | +88.2% | -4.4% | +19.9% |
| All | +3,099.6% | +2,071.6% | +1,028.0% | +643.0% |
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