+1,124.1%
MSTR vs GPC
+813.9%
+310.2%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -1.6% | -7.7% | -8.5% |
| 7D | -8.7% | +1.7% | -10.4% | -9.4% |
| 30D | -21.4% | -2.3% | -19.1% | -20.7% |
| 3M | +31.4% | -4.5% | +35.9% | +33.7% |
| 6M | -30.8% | +21.6% | -52.4% | -39.3% |
| YTD | -14.9% | +4.0% | -19.0% | -19.6% |
| 1Y | -49.3% | +3.5% | -52.8% | -52.2% |
| 3Y | +184.8% | +2.1% | +182.7% | +162.9% |
| 5Y | +62.1% | +5.5% | +56.7% | +49.9% |
| 10Y | +580.0% | +90.7% | +489.2% | +320.3% |
| All | +1,124.1% | +813.9% | +310.2% | +256.2% |
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