+3,046.5%
MKC vs GPC
+2,072.3%
+974.2%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.9% |
| 7D | -7.3% | -1.3% | -6.0% | -6.9% |
| 30D | +4.0% | -6.0% | +10.0% | +5.8% |
| 3M | -11.5% | -7.6% | -3.8% | -9.5% |
| 6M | +1.1% | +24.2% | -23.2% | -5.6% |
| YTD | -29.9% | +2.7% | -32.6% | -31.2% |
| 1Y | -27.0% | +0.2% | -27.2% | -27.9% |
| 3Y | -22.3% | -0.8% | -21.6% | -24.7% |
| 5Y | -36.0% | +4.4% | -40.4% | -39.7% |
| 10Y | +24.2% | +74.5% | -50.3% | -4.6% |
| All | +3,046.5% | +2,072.3% | +974.2% | +1,080.4% |
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