-34.6%
MP vs GPC
+6.5%
-41.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | +1.7% | -6.8% | -5.3% |
| 7D | -12.5% | +4.1% | -16.7% | -13.0% |
| 30D | -23.3% | +0.1% | -23.5% | -23.3% |
| 3M | -24.4% | -3.9% | -20.5% | -23.9% |
| 6M | -45.8% | +24.4% | -70.1% | -48.5% |
| YTD | -28.9% | +5.7% | -34.6% | -29.7% |
| 1Y | -34.6% | +6.8% | -41.4% | -29.7% |
| All | -34.6% | +6.5% | -41.0% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling