+62.4%
KO vs GPC
-1.1%
+63.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.0% |
| 7D | -0.8% | -0.6% | -0.2% | -0.7% |
| 30D | +0.8% | +1.3% | -0.5% | +0.6% |
| 3M | +8.3% | +37.1% | -28.8% | +4.8% |
| 6M | +14.0% | +23.2% | -9.2% | +11.4% |
| YTD | +26.9% | +13.1% | +13.8% | +24.4% |
| 1Y | +32.7% | +0.9% | +31.8% | +31.6% |
| All | +62.4% | -1.1% | +63.5% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling