+189.8%
MU vs GPC
+2.8%
+186.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +3.9% | +6.8% |
| 7D | -12.0% | +0.8% | -12.9% | -11.9% |
| 30D | -28.7% | -1.1% | -27.7% | -28.7% |
| 3M | -16.4% | -6.6% | -9.8% | -17.3% |
| 6M | -1.8% | +22.2% | -24.0% | -1.4% |
| YTD | +157.1% | +5.1% | +152.0% | +166.0% |
| All | +189.8% | +2.8% | +186.9% | +207.5% |
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