+556.2%
MS vs GPC
+78.6%
+477.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.0% |
| 7D | -1.7% | -2.1% | +0.4% | -0.6% |
| 30D | +0.9% | -4.5% | +5.4% | +3.2% |
| 3M | -10.8% | -7.7% | -3.2% | -7.5% |
| 6M | +0.9% | +24.3% | -23.4% | -12.3% |
| YTD | +9.8% | +3.5% | +6.3% | +3.3% |
| 1Y | +17.1% | +0.7% | +16.3% | +11.6% |
| 3Y | +175.7% | 0.0% | +175.7% | +149.6% |
| 5Y | +125.9% | +5.8% | +120.0% | +91.1% |
| 10Y | +556.2% | +75.8% | +480.4% | +282.9% |
| All | +556.2% | +78.6% | +477.6% | +282.9% |
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