+553.7%
MS vs GPC
+85.0%
+468.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +1.0% | +0.6% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -0.7% | -1.8% | +1.1% | 0.0% |
| 3M | -12.4% | -6.6% | -5.8% | -9.6% |
| 6M | -1.7% | +21.3% | -23.1% | -13.4% |
| YTD | +8.0% | +4.3% | +3.8% | +1.2% |
| 1Y | +16.2% | +3.3% | +13.0% | +9.3% |
| 3Y | +171.3% | +0.8% | +170.5% | +144.6% |
| 5Y | +124.8% | +7.4% | +117.4% | +88.5% |
| 10Y | +553.7% | +79.2% | +474.4% | +280.7% |
| All | +553.7% | +85.0% | +468.7% | +280.7% |
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 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