+1,315.7%
MU vs GPC
+30.9%
+1,284.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.8% |
| 7D | +9.0% | +1.2% | +7.8% | +8.6% |
| 30D | +13.8% | +6.0% | +7.8% | +12.0% |
| 3M | +2.1% | +42.6% | -40.5% | -10.2% |
| 6M | +153.8% | +22.8% | +131.0% | +134.3% |
| YTD | +256.4% | +15.5% | +240.9% | +233.4% |
| 1Y | +719.8% | +2.0% | +717.7% | +705.4% |
| 3Y | +1,360.4% | -1.4% | +1,361.8% | +1,297.1% |
| All | +1,315.7% | +30.9% | +1,284.8% | +911.3% |
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