+179.3%
KO vs GPN
+28.5%
+150.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +0.2% | -4.3% | +4.6% | +1.1% |
| 30D | +1.8% | 0.0% | +1.8% | +1.7% |
| 3M | +7.7% | +35.8% | -28.1% | +1.1% |
| 6M | +15.3% | +22.0% | -6.8% | +9.9% |
| YTD | +28.0% | +15.2% | +12.8% | +22.8% |
| 1Y | +34.3% | +3.5% | +30.8% | +31.5% |
| 3Y | +63.8% | -26.9% | +90.7% | +69.6% |
| 5Y | +84.1% | -44.2% | +128.3% | +100.2% |
| All | +179.3% | +28.5% | +150.8% | +163.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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