+15.5%
MSCI vs GPC
+2.1%
+13.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.7% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +16.2% | -1.8% | +18.1% | +16.4% |
| 3M | +17.1% | -6.6% | +23.7% | +18.1% |
| 6M | +13.0% | +21.3% | -8.3% | +10.8% |
| YTD | +15.8% | +4.3% | +11.5% | +11.6% |
| 1Y | +15.5% | +3.3% | +12.2% | +10.8% |
| All | +15.5% | +2.1% | +13.4% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling