+4,235.9%
KO vs GPC
+2,341.8%
+1,894.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.2% |
| 7D | -1.8% | +1.2% | -3.0% | -2.2% |
| 30D | +1.4% | +6.0% | -4.5% | -0.5% |
| 3M | +15.4% | +42.6% | -27.2% | +2.2% |
| 6M | +14.3% | +22.8% | -8.5% | +5.8% |
| YTD | +27.7% | +15.5% | +12.2% | +19.6% |
| 1Y | +32.7% | +2.0% | +30.6% | +29.4% |
| 3Y | +62.2% | -1.4% | +63.6% | +54.8% |
| 5Y | +80.0% | +30.6% | +49.4% | +52.7% |
| 10Y | +175.6% | +80.6% | +95.0% | +97.4% |
| All | +4,235.9% | +2,341.8% | +1,894.1% | +905.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling