+2,494.6%
GPN vs MKC
+869.3%
+1,625.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +2.1% |
| 7D | -3.5% | -2.8% | -0.7% | -2.3% |
| 30D | +3.1% | -3.4% | +6.5% | +4.7% |
| 3M | +42.3% | +3.8% | +38.5% | +39.7% |
| 6M | +20.9% | -17.9% | +38.8% | +30.6% |
| YTD | +15.2% | -23.6% | +38.8% | +27.5% |
| 1Y | +5.4% | -23.1% | +28.5% | +16.0% |
| 3Y | -27.4% | -31.5% | +4.1% | -17.2% |
| 5Y | -44.2% | -33.1% | -11.1% | -37.0% |
| 10Y | +27.4% | +29.3% | -1.9% | +2.0% |
| All | +2,494.6% | +869.3% | +1,625.3% | +929.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling