+180.5%
MSTR vs GPC
+1.0%
+179.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | -1.2% | +1.6% | -2.8% | -1.7% |
| 30D | -15.9% | -2.1% | -13.9% | -15.6% |
| 3M | +33.1% | -6.8% | +39.9% | +35.9% |
| 6M | -31.0% | +18.6% | -49.6% | -36.7% |
| YTD | -15.1% | +2.7% | -17.8% | -17.8% |
| 1Y | -45.6% | +1.8% | -47.4% | -47.3% |
| 3Y | +180.5% | +1.1% | +179.5% | +167.8% |
| All | +180.5% | +1.0% | +179.5% | +167.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling