+894.4%
MSFT vs GPC
+78.6%
+815.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.0% |
| 7D | -6.2% | -2.1% | -4.1% | -5.6% |
| 30D | -3.7% | -4.5% | +0.8% | -2.5% |
| 3M | +3.6% | -7.7% | +11.3% | +5.8% |
| 6M | +26.8% | +24.3% | +2.5% | +17.5% |
| YTD | +8.4% | +3.5% | +5.0% | +5.2% |
| 1Y | +3.3% | +0.7% | +2.5% | +0.9% |
| 3Y | +44.3% | 0.0% | +44.3% | +35.6% |
| 5Y | +63.3% | +5.8% | +57.5% | +48.5% |
| 10Y | +894.4% | +75.8% | +818.6% | +616.8% |
| All | +894.4% | +78.6% | +815.8% | +616.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling