+153.3%
MO vs GPC
+74.2%
+79.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.9% |
| 7D | +0.4% | -1.3% | +1.7% | +0.8% |
| 30D | +8.9% | -6.0% | +14.9% | +10.7% |
| 3M | +23.0% | -7.6% | +30.6% | +25.6% |
| 6M | +15.0% | +24.2% | -9.3% | +7.5% |
| YTD | +41.7% | +2.7% | +39.0% | +38.7% |
| 1Y | +43.3% | +0.2% | +43.2% | +41.3% |
| 3Y | +143.2% | -0.8% | +143.9% | +132.5% |
| 5Y | +154.7% | +4.4% | +150.3% | +133.4% |
| All | +153.3% | +74.2% | +79.2% | +82.1% |
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