-57.4%
MUZ vs GPC
+27.9%
-85.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.9% | -0.8% | -23.1% | -23.2% |
| 7D | -17.7% | -2.1% | -15.6% | -16.3% |
| 30D | +14.5% | -4.5% | +19.0% | +19.2% |
| 3M | -25.7% | -7.7% | -18.1% | -21.0% |
| All | -57.4% | +27.9% | -85.3% | -61.9% |
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 · Available span rolling