+22.5%
MTB vs GPC
+0.6%
+21.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -4.6% | +1.3% | -5.9% | -4.8% |
| 3M | +6.3% | +37.1% | -30.8% | -0.4% |
| 6M | +15.6% | +23.2% | -7.6% | +10.1% |
| YTD | +20.6% | +13.1% | +7.5% | +12.5% |
| 1Y | +22.5% | +0.9% | +21.7% | +15.0% |
| All | +22.5% | +0.6% | +21.9% | +15.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling