+141,733.1%
MSFT vs GPC
+2,071.6%
+139,661.5%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.4% |
| 7D | +1.7% | +1.6% | +0.1% | +1.0% |
| 30D | +0.2% | -2.1% | +2.2% | +0.8% |
| 3M | +6.4% | -6.8% | +13.2% | +9.1% |
| 6M | +28.7% | +18.6% | +10.1% | +17.7% |
| YTD | +10.4% | +2.7% | +7.7% | +5.8% |
| 1Y | +7.6% | +1.8% | +5.8% | +3.2% |
| 3Y | +52.3% | +1.1% | +51.3% | +39.2% |
| 5Y | +64.5% | +4.1% | +60.5% | +46.2% |
| 10Y | +917.8% | +88.2% | +829.6% | +530.4% |
| All | +141,733.1% | +2,071.6% | +139,661.5% | +27,072.2% |
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