+808.5%
MS vs GPC
+80.7%
+727.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.3% |
| 7D | +1.4% | +1.2% | +0.2% | +0.7% |
| 30D | -0.3% | +6.0% | -6.2% | -3.3% |
| 3M | +0.3% | +42.6% | -42.3% | -18.5% |
| 6M | +31.3% | +22.8% | +8.6% | +15.3% |
| YTD | +24.7% | +15.5% | +9.2% | +11.3% |
| 1Y | +47.9% | +2.0% | +45.9% | +41.1% |
| 3Y | +178.3% | -1.4% | +179.8% | +157.7% |
| 5Y | +144.9% | +30.6% | +114.3% | +83.2% |
| All | +808.5% | +80.7% | +727.8% | +408.3% |
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