+110.3%
MO vs GPC
+87.0%
+23.2%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -1.0% | -1.8% | +0.7% | -0.5% |
| 30D | +5.8% | +0.1% | +5.7% | +5.7% |
| 3M | -4.5% | +37.4% | -41.9% | -13.0% |
| 6M | +5.7% | +25.4% | -19.7% | -1.4% |
| YTD | +23.1% | +12.2% | +10.9% | +17.8% |
| 1Y | +10.9% | -0.3% | +11.2% | +9.7% |
| 3Y | +96.1% | -1.6% | +97.7% | +89.0% |
| 5Y | +100.1% | +31.0% | +69.1% | +69.8% |
| All | +110.3% | +87.0% | +23.2% | +52.0% |
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 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