+197.3%
MKSI vs GPC
-2.2%
+199.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.4% | +2.2% |
| 7D | +2.7% | -3.2% | +5.9% | +3.6% |
| 30D | -12.8% | +0.5% | -13.3% | -13.0% |
| 3M | -22.5% | +31.7% | -54.3% | -31.5% |
| 6M | +19.4% | +24.7% | -5.3% | +7.8% |
| YTD | +67.7% | +11.8% | +55.9% | +55.2% |
| 1Y | +131.4% | -3.0% | +134.4% | +129.0% |
| 3Y | +197.3% | -1.1% | +198.4% | +168.1% |
| All | +197.3% | -2.2% | +199.5% | +168.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling