+975.0%
MU vs GPC
+5.6%
+969.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -0.8% | +12.7% | +12.1% |
| 7D | +2.0% | -2.1% | +4.1% | +2.6% |
| 30D | -18.0% | -4.5% | -13.4% | -17.2% |
| 3M | -6.6% | -7.7% | +1.1% | -5.0% |
| 6M | +2.0% | +24.3% | -22.3% | -7.0% |
| YTD | +184.5% | +3.5% | +181.0% | +173.0% |
| 1Y | +236.9% | +0.7% | +236.1% | +226.5% |
| 3Y | +987.0% | 0.0% | +987.0% | +892.9% |
| All | +975.0% | +5.6% | +969.4% | +712.7% |
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