+211.7%
MRSH vs GPC
+86.4%
+125.3%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | -4.8% | -3.2% | -1.6% | -3.7% |
| 30D | -6.3% | +0.5% | -6.9% | -6.5% |
| 3M | +5.8% | +31.7% | -25.9% | -4.0% |
| 6M | +2.8% | +24.7% | -21.9% | -5.3% |
| YTD | -3.1% | +11.8% | -14.9% | -8.3% |
| 1Y | -11.3% | -3.0% | -8.3% | -11.8% |
| 3Y | -5.0% | -1.1% | -3.9% | -9.3% |
| 5Y | +19.2% | +30.5% | -11.3% | +0.4% |
| All | +211.7% | +86.4% | +125.3% | +116.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling