-27.1%
GPN vs MKC
-31.4%
+4.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.6% | -1.5% | -3.1% | -4.2% |
| 30D | -0.3% | -3.1% | +2.8% | +0.6% |
| 3M | +35.4% | +5.2% | +30.2% | +33.7% |
| 6M | +21.7% | -12.8% | +34.5% | +26.1% |
| YTD | +14.9% | -23.3% | +38.2% | +23.0% |
| 1Y | +3.2% | -24.1% | +27.3% | +10.7% |
| 3Y | -27.1% | -32.1% | +5.0% | -18.0% |
| All | -27.1% | -31.4% | +4.2% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling