+2,229.0%
MKSI vs GPC
+1,084.6%
+1,144.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.4% |
| 7D | +6.6% | -0.6% | +7.3% | +7.0% |
| 30D | -8.2% | +1.3% | -9.5% | -9.3% |
| 3M | -16.4% | +37.1% | -53.5% | -35.3% |
| 6M | +23.0% | +23.2% | -0.2% | +2.1% |
| YTD | +68.2% | +13.1% | +55.1% | +45.0% |
| 1Y | +148.6% | +0.9% | +147.7% | +131.6% |
| 3Y | +196.0% | -0.8% | +196.8% | +164.5% |
| 5Y | +87.4% | +31.1% | +56.2% | +36.0% |
| 10Y | +523.8% | +87.4% | +436.4% | +223.4% |
| All | +2,229.0% | +1,084.6% | +1,144.4% | +384.8% |
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