+1,252.0%
MSTR vs GPC
+914.1%
+337.9%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.6% |
| 7D | +12.2% | +0.4% | +11.8% | +11.9% |
| 30D | +45.2% | +5.1% | +40.0% | +41.2% |
| 3M | +10.4% | +41.5% | -31.1% | -9.9% |
| 6M | -2.5% | +21.8% | -24.3% | -14.1% |
| YTD | -6.0% | +14.6% | -20.6% | -15.1% |
| 1Y | -56.4% | +1.3% | -57.7% | -58.0% |
| 3Y | +306.3% | -1.4% | +307.7% | +282.6% |
| 5Y | +100.5% | +30.6% | +69.9% | +66.8% |
| 10Y | +741.1% | +80.6% | +660.5% | +442.0% |
| All | +1,252.0% | +914.1% | +337.9% | +274.4% |
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