+526.8%
MSTR vs GPC
+85.0%
+441.8%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | -10.7% | +0.4% | -11.1% | -10.8% |
| 30D | -21.6% | -1.8% | -19.7% | -21.2% |
| 3M | +24.4% | -6.6% | +31.0% | +27.5% |
| 6M | -35.5% | +21.3% | -56.8% | -42.4% |
| YTD | -20.3% | +4.3% | -24.6% | -24.2% |
| 1Y | -49.3% | +3.3% | -52.6% | -51.7% |
| 3Y | +137.8% | +0.8% | +137.0% | +122.8% |
| 5Y | +48.3% | +7.4% | +40.9% | +37.9% |
| 10Y | +526.8% | +79.2% | +447.5% | +380.6% |
| All | +526.8% | +85.0% | +441.8% | +380.6% |
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