+229.0%
MRK vs GPC
+74.2%
+154.8%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | 0.0% |
| 7D | 0.0% | -1.3% | +1.3% | +0.3% |
| 30D | +3.5% | -6.0% | +9.5% | +4.8% |
| 3M | +11.2% | -7.6% | +18.8% | +13.1% |
| 6M | +32.5% | +24.2% | +8.3% | +25.7% |
| YTD | +42.5% | +2.7% | +39.8% | +40.0% |
| 1Y | +65.4% | +0.2% | +65.3% | +63.5% |
| 3Y | +58.8% | -0.8% | +59.6% | +54.0% |
| 5Y | +103.9% | +4.4% | +99.4% | +91.8% |
| All | +229.0% | +74.2% | +154.8% | +158.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling