+618.6%
MSCI vs GPC
+83.6%
+535.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.7% |
| 7D | +0.4% | +1.2% | -0.8% | -0.1% |
| 30D | +0.6% | +6.0% | -5.4% | -1.7% |
| 3M | -7.1% | +42.6% | -49.7% | -19.4% |
| 6M | +0.8% | +22.8% | -21.9% | -7.6% |
| YTD | +1.0% | +15.5% | -14.5% | -6.3% |
| 1Y | +4.3% | +2.0% | +2.3% | +1.6% |
| 3Y | +9.9% | -1.4% | +11.4% | +4.6% |
| 5Y | -6.8% | +30.6% | -37.4% | -22.1% |
| All | +618.6% | +83.6% | +535.0% | +371.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling