+145.1%
MS vs GPC
+30.9%
+114.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.1% |
| 7D | +1.4% | +1.2% | +0.2% | +1.0% |
| 30D | -0.3% | +6.0% | -6.2% | -2.2% |
| 3M | +0.3% | +42.6% | -42.3% | -12.5% |
| 6M | +31.3% | +22.8% | +8.6% | +20.8% |
| YTD | +24.7% | +15.5% | +9.2% | +15.7% |
| 1Y | +47.9% | +2.0% | +45.9% | +44.3% |
| 3Y | +178.3% | -1.4% | +179.8% | +165.8% |
| All | +145.1% | +30.9% | +114.2% | +84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling