+34.1%
MSCI vs GPC
+1.0%
+33.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -2.1% |
| 7D | +2.8% | +1.6% | +1.3% | +2.6% |
| 30D | +15.4% | -2.1% | +17.5% | +15.7% |
| 3M | +13.4% | -6.8% | +20.2% | +14.6% |
| 6M | +10.9% | +18.6% | -7.7% | +7.7% |
| YTD | +13.0% | +2.7% | +10.3% | +11.4% |
| 1Y | +12.0% | +1.8% | +10.2% | +10.6% |
| 3Y | +34.1% | +1.1% | +33.0% | +25.9% |
| All | +34.1% | +1.0% | +33.1% | +25.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling