+49.9%
MRK vs GPC
-1.9%
+51.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.9% | +1.7% | -0.7% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | +15.5% | -0.4% | +15.8% | +15.5% |
| 3M | +25.1% | +39.2% | -14.1% | +18.8% |
| 6M | +30.1% | +18.2% | +11.9% | +26.2% |
| YTD | +43.1% | +12.1% | +31.0% | +39.3% |
| 1Y | +82.5% | -0.7% | +83.1% | +80.6% |
| All | +49.9% | -1.9% | +51.9% | +44.9% |
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