+14,854.2%
MO vs GPC
+2,341.8%
+12,512.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | +0.3% | +1.2% | -0.9% | 0.0% |
| 30D | +0.6% | +6.0% | -5.3% | -1.1% |
| 3M | -1.0% | +42.6% | -43.6% | -11.4% |
| 6M | +4.3% | +22.8% | -18.4% | -2.7% |
| YTD | +23.3% | +15.5% | +7.8% | +16.4% |
| 1Y | +10.5% | +2.0% | +8.4% | +8.2% |
| 3Y | +96.3% | -1.4% | +97.7% | +88.3% |
| 5Y | +98.9% | +30.6% | +68.3% | +71.3% |
| 10Y | +103.6% | +80.6% | +23.0% | +51.2% |
| All | +14,854.2% | +2,341.8% | +12,512.4% | +4,171.7% |
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 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