+97.2%
MO vs GPC
+29.0%
+68.1%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.6% |
| 7D | -2.0% | +0.2% | -2.2% | -2.1% |
| 30D | -0.3% | -0.4% | +0.1% | -0.2% |
| 3M | -2.9% | +39.2% | -42.1% | -7.8% |
| 6M | +5.8% | +18.2% | -12.5% | +2.9% |
| YTD | +22.0% | +12.1% | +9.9% | +19.4% |
| 1Y | +10.7% | -0.7% | +11.3% | +10.3% |
| 3Y | +94.4% | -1.7% | +96.0% | +91.4% |
| 5Y | +97.2% | +29.3% | +67.9% | +69.0% |
| All | +97.2% | +29.0% | +68.1% | +69.0% |
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 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