+110.2%
MTB vs GPC
+74.9%
+35.3%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +2.3% | -6.3% | +8.6% | +5.9% |
| 3M | -12.1% | -8.2% | -4.0% | -8.2% |
| 6M | +9.8% | +27.1% | -17.3% | -6.8% |
| YTD | +12.0% | +3.1% | +8.9% | +5.4% |
| 1Y | +22.0% | +0.1% | +22.0% | +16.9% |
| 3Y | +107.6% | +0.2% | +107.4% | +87.5% |
| 5Y | +61.9% | +4.9% | +57.0% | +37.5% |
| All | +110.2% | +74.9% | +35.3% | +22.8% |
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 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