+13.7%
MSCI vs GPC
+23.2%
-9.4%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -2.4% |
| 7D | +6.0% | +1.7% | +4.4% | +5.7% |
| 30D | +18.2% | -2.3% | +20.5% | +18.4% |
| 3M | +15.1% | -4.5% | +19.6% | +16.0% |
| 6M | +13.7% | +21.6% | -7.8% | +12.0% |
| All | +13.7% | +23.2% | -9.4% | +12.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling