+3.8%
MSCI vs GPC
+3.6%
+0.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.3% | -1.0% | -1.9% |
| 7D | +2.8% | +1.6% | +1.3% | +2.4% |
| 30D | +15.4% | -2.1% | +17.5% | +16.0% |
| 3M | +13.4% | -6.8% | +20.2% | +15.7% |
| 6M | +10.9% | +18.6% | -7.7% | +4.1% |
| YTD | +13.0% | +2.7% | +10.3% | +9.7% |
| 1Y | +12.0% | +1.8% | +10.2% | +9.0% |
| 3Y | +34.1% | +1.1% | +33.0% | +23.0% |
| All | +3.8% | +3.6% | +0.3% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling