+308.9%
MSTR vs GPC
-1.1%
+309.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.8% |
| 7D | +12.2% | +1.2% | +11.0% | +11.7% |
| 30D | +45.2% | +6.0% | +39.2% | +42.0% |
| 3M | +10.4% | +42.6% | -32.2% | -4.5% |
| 6M | -2.5% | +22.8% | -25.2% | -10.6% |
| YTD | -6.0% | +15.5% | -21.5% | -12.0% |
| 1Y | -56.4% | +2.0% | -58.5% | -56.9% |
| All | +308.9% | -1.1% | +309.9% | +283.8% |
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