+114.0%
MS vs GPC
+6.4%
+107.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -5.4% |
| 7D | -3.4% | +1.7% | -5.1% | -3.9% |
| 30D | -3.9% | -2.3% | -1.6% | -3.3% |
| 3M | -15.9% | -4.5% | -11.4% | -14.9% |
| 6M | -2.5% | +21.6% | -24.0% | -10.3% |
| YTD | +5.1% | +4.0% | +1.0% | +0.8% |
| 1Y | +13.0% | +3.5% | +9.4% | +8.4% |
| 3Y | +160.7% | +2.1% | +158.5% | +138.3% |
| 5Y | +114.0% | +5.5% | +108.6% | +79.8% |
| All | +114.0% | +6.4% | +107.6% | +79.8% |
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 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