+8.2%
MSCI vs GPC
+7.2%
+1.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.4% | +1.8% |
| 7D | +2.7% | +0.4% | +2.3% | +2.6% |
| 30D | +16.2% | -1.8% | +18.1% | +16.7% |
| 3M | +17.1% | -6.6% | +23.7% | +19.3% |
| 6M | +13.0% | +21.3% | -8.3% | +5.3% |
| YTD | +15.8% | +4.3% | +11.5% | +11.9% |
| 1Y | +15.5% | +3.3% | +12.2% | +11.9% |
| 3Y | +32.3% | +0.8% | +31.6% | +22.3% |
| 5Y | +8.2% | +7.4% | +0.8% | -9.7% |
| All | +8.2% | +7.2% | +1.0% | -9.7% |
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