+150.5%
MO vs GPC
+7.2%
+143.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.8% |
| 7D | -0.8% | +0.4% | -1.1% | -0.8% |
| 30D | +6.5% | -1.8% | +8.3% | +6.8% |
| 3M | +18.3% | -6.6% | +24.9% | +19.5% |
| 6M | +15.6% | +21.3% | -5.8% | +12.3% |
| YTD | +38.8% | +4.3% | +34.5% | +37.4% |
| 1Y | +41.6% | +3.3% | +38.4% | +40.4% |
| 3Y | +138.2% | +0.8% | +137.5% | +132.2% |
| 5Y | +150.5% | +7.4% | +143.1% | +138.7% |
| All | +150.5% | +7.2% | +143.3% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling