-26.0%
MKC vs GPC
+2.0%
-28.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.2% | +0.7% |
| 7D | -7.0% | -2.1% | -4.9% | -6.5% |
| 30D | +4.1% | -4.5% | +8.6% | +5.2% |
| 3M | -10.3% | -7.7% | -2.6% | -8.7% |
| 6M | +1.7% | +24.3% | -22.6% | -3.7% |
| YTD | -29.1% | +3.5% | -32.6% | -30.5% |
| 1Y | -26.0% | +0.7% | -26.7% | -27.2% |
| All | -26.0% | +2.0% | -28.0% | -27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling