+177.9%
KO vs GPC
+87.0%
+90.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.7% |
| 30D | +1.6% | +0.1% | +1.5% | +1.5% |
| 3M | +5.8% | +37.4% | -31.6% | -3.3% |
| 6M | +14.3% | +25.4% | -11.2% | +6.8% |
| YTD | +27.3% | +12.2% | +15.1% | +21.7% |
| 1Y | +33.2% | -0.3% | +33.5% | +31.5% |
| 3Y | +64.5% | -1.6% | +66.1% | +58.5% |
| 5Y | +83.1% | +31.0% | +52.2% | +56.9% |
| All | +177.9% | +87.0% | +90.8% | +102.7% |
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