+5,626.0%
MS vs GPC
+1,534.6%
+4,091.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.7% | +2.5% | +2.9% |
| 7D | +2.6% | +4.1% | -1.5% | -0.4% |
| 30D | +2.6% | +0.1% | +2.5% | +2.0% |
| 3M | -10.1% | -3.9% | -6.2% | -8.2% |
| 6M | +4.4% | +24.4% | -20.0% | -15.1% |
| YTD | +11.7% | +5.7% | +6.1% | 0.0% |
| 1Y | +20.9% | +6.8% | +14.2% | +6.9% |
| 3Y | +177.1% | +3.8% | +173.4% | +130.8% |
| 5Y | +127.7% | +9.2% | +118.5% | +74.2% |
| 10Y | +684.1% | +93.8% | +590.3% | +231.0% |
| All | +5,626.0% | +1,534.6% | +4,091.4% | +523.0% |
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 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