+6,288.2%
MS vs GPC
+1,685.7%
+4,602.5%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.9% | -0.6% |
| 7D | +1.4% | +1.2% | +0.2% | +0.4% |
| 30D | -0.3% | +6.0% | -6.2% | -4.7% |
| 3M | +0.3% | +42.6% | -42.3% | -25.8% |
| 6M | +31.3% | +22.8% | +8.6% | +8.2% |
| YTD | +24.7% | +15.5% | +9.2% | +5.1% |
| 1Y | +47.9% | +2.0% | +45.9% | +36.4% |
| 3Y | +178.3% | -1.4% | +179.8% | +143.2% |
| 5Y | +144.9% | +30.6% | +114.3% | +62.7% |
| 10Y | +804.5% | +80.6% | +723.9% | +314.5% |
| All | +6,288.2% | +1,685.7% | +4,602.5% | +554.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling