+10.0%
MSCI vs GPC
-1.1%
+11.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.5% |
| 7D | +0.4% | +1.2% | -0.8% | +0.2% |
| 30D | +0.6% | +6.0% | -5.4% | -0.5% |
| 3M | -7.1% | +42.6% | -49.7% | -12.7% |
| 6M | +0.8% | +22.8% | -21.9% | -2.9% |
| YTD | +1.0% | +15.5% | -14.5% | -2.5% |
| 1Y | +4.3% | +2.0% | +2.3% | +3.1% |
| All | +10.0% | -1.1% | +11.1% | +6.1% |
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