-2.7%
KMB vs GPC
+4.8%
-7.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.4% |
| 7D | -3.0% | -1.3% | -1.7% | -2.6% |
| 30D | +9.1% | -6.0% | +15.1% | +10.6% |
| 3M | -0.4% | -7.6% | +7.2% | +1.4% |
| 6M | +13.0% | +24.2% | -11.3% | +7.4% |
| YTD | +10.3% | +2.7% | +7.6% | +8.4% |
| 1Y | +8.2% | +0.2% | +8.1% | +6.9% |
| 3Y | +0.4% | -0.8% | +1.1% | -1.8% |
| 5Y | -2.7% | +4.4% | -7.1% | -6.0% |
| All | -2.7% | +4.8% | -7.5% | -6.0% |
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