+228.7%
KO vs GPC
+74.9%
+153.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.4% | +1.5% | +1.7% |
| 7D | +3.7% | +0.4% | +3.3% | +3.6% |
| 30D | +8.1% | -6.3% | +14.4% | +10.0% |
| 3M | +14.2% | -8.2% | +22.4% | +16.7% |
| 6M | +25.2% | +27.1% | -1.9% | +16.6% |
| YTD | +44.7% | +3.1% | +41.6% | +41.3% |
| 1Y | +43.4% | +0.1% | +43.3% | +41.1% |
| 3Y | +90.1% | +0.2% | +89.8% | +81.5% |
| 5Y | +103.0% | +4.9% | +98.1% | +86.8% |
| All | +228.7% | +74.9% | +153.8% | +138.3% |
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 · 6 months rolling