+103.3%
MTB vs GPC
+29.0%
+74.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | +0.6% |
| 7D | +2.8% | +0.2% | +2.6% | +2.7% |
| 30D | -4.2% | -0.4% | -3.8% | -4.1% |
| 3M | +7.8% | +39.2% | -31.4% | -7.2% |
| 6M | +14.8% | +18.2% | -3.4% | +5.9% |
| YTD | +20.8% | +12.1% | +8.7% | +12.2% |
| 1Y | +23.1% | -0.7% | +23.8% | +21.0% |
| 3Y | +114.8% | -1.7% | +116.5% | +102.8% |
| 5Y | +103.3% | +29.3% | +74.0% | +46.1% |
| All | +103.3% | +29.0% | +74.2% | +46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling