-9.6%
MOS vs GPC
+30.9%
-40.5%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.3% | +1.0% |
| 7D | +9.5% | +1.2% | +8.3% | +9.1% |
| 30D | +10.4% | +6.0% | +4.5% | +8.2% |
| 3M | +12.9% | +42.6% | -29.7% | -1.4% |
| 6M | +1.2% | +22.8% | -21.5% | -6.9% |
| YTD | +9.3% | +15.5% | -6.1% | +1.9% |
| 1Y | -18.0% | +2.0% | -20.0% | -20.1% |
| 3Y | -29.0% | -1.4% | -27.6% | -32.1% |
| All | -9.6% | +30.9% | -40.5% | -30.2% |
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