+25.7%
GPN vs MKC
+29.9%
-4.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -4.3% | -1.5% | -2.9% | -3.8% |
| 30D | 0.0% | -3.1% | +3.1% | +1.2% |
| 3M | +35.8% | +5.2% | +30.6% | +32.9% |
| 6M | +22.0% | -12.8% | +34.8% | +28.1% |
| YTD | +15.2% | -23.3% | +38.5% | +26.5% |
| 1Y | +3.5% | -24.1% | +27.6% | +13.9% |
| 3Y | -26.9% | -32.1% | +5.2% | -16.6% |
| 5Y | -44.2% | -32.8% | -11.4% | -37.5% |
| All | +25.7% | +29.9% | -4.2% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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