+81.6%
KO vs GPC
+29.9%
+51.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | -1.1% | -1.8% | +0.7% | -0.8% |
| 30D | +1.6% | +0.1% | +1.5% | +1.5% |
| 3M | +5.8% | +37.4% | -31.6% | +0.4% |
| 6M | +14.3% | +25.4% | -11.2% | +9.9% |
| YTD | +27.3% | +12.2% | +15.1% | +23.8% |
| 1Y | +33.2% | -0.3% | +33.5% | +32.2% |
| 3Y | +64.5% | -1.6% | +66.1% | +61.0% |
| All | +81.6% | +29.9% | +51.7% | +61.5% |
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