+161.8%
MS vs GPC
+2.3%
+159.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -5.6% |
| 7D | -3.4% | +1.7% | -5.1% | -3.7% |
| 30D | -3.9% | -2.3% | -1.6% | -3.5% |
| 3M | -15.9% | -4.5% | -11.4% | -15.2% |
| 6M | -2.5% | +21.6% | -24.0% | -7.9% |
| YTD | +5.1% | +4.0% | +1.0% | +2.0% |
| 1Y | +13.0% | +3.5% | +9.4% | +9.7% |
| All | +161.8% | +2.3% | +159.5% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling