+3,971.9%
MU vs GPC
+85.6%
+3,886.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.3% | +6.4% | +5.6% |
| 7D | -22.0% | +1.6% | -23.6% | -22.5% |
| 30D | -36.6% | -2.1% | -34.5% | -36.4% |
| 3M | -21.7% | -6.8% | -14.9% | -20.0% |
| 6M | +3.5% | +18.6% | -15.0% | -6.8% |
| YTD | +141.9% | +2.7% | +139.3% | +128.6% |
| 1Y | +189.8% | +1.8% | +188.1% | +174.3% |
| 3Y | +855.4% | +1.1% | +854.3% | +762.7% |
| 5Y | +869.2% | +4.1% | +865.1% | +743.9% |
| All | +3,971.9% | +85.6% | +3,886.4% | +2,683.6% |
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