+868.6%
MSFT vs GPC
+79.8%
+788.8%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.8% | -0.3% |
| 7D | -1.4% | +0.2% | -1.6% | -1.5% |
| 30D | -1.0% | -0.4% | -0.6% | -0.9% |
| 3M | +20.2% | +39.2% | -19.0% | +8.2% |
| 6M | +21.3% | +18.2% | +3.0% | +14.3% |
| YTD | +2.8% | +12.1% | -9.3% | -2.3% |
| 1Y | 0.0% | -0.7% | +0.6% | -1.5% |
| 3Y | +51.2% | -1.7% | +52.9% | +44.1% |
| 5Y | +71.4% | +29.3% | +42.1% | +45.8% |
| 10Y | +868.6% | +80.7% | +787.9% | +602.6% |
| All | +868.6% | +79.8% | +788.8% | +602.6% |
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 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