+2,781.3%
MSCI vs GPC
+368.5%
+2,412.8%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.6% | -1.2% | -1.9% |
| 7D | +6.0% | +1.7% | +4.4% | +5.2% |
| 30D | +18.2% | -2.3% | +20.5% | +19.3% |
| 3M | +15.1% | -4.5% | +19.6% | +17.3% |
| 6M | +13.7% | +21.6% | -7.8% | +0.9% |
| YTD | +15.6% | +4.0% | +11.6% | +9.2% |
| 1Y | +16.3% | +3.5% | +12.8% | +10.0% |
| 3Y | +36.9% | +2.1% | +34.7% | +22.7% |
| 5Y | +6.3% | +5.5% | +0.9% | -7.8% |
| 10Y | +823.0% | +90.7% | +732.2% | +384.3% |
| All | +2,781.3% | +368.5% | +2,412.8% | +592.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling