+133.6%
MRK vs GPC
+30.9%
+102.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.8% |
| 7D | -2.7% | -0.6% | -2.1% | -2.6% |
| 30D | +12.7% | +1.3% | +11.4% | +12.5% |
| 3M | +24.2% | +37.1% | -12.9% | +18.0% |
| 6M | +27.8% | +23.2% | +4.6% | +23.2% |
| YTD | +42.2% | +13.1% | +29.1% | +38.3% |
| 1Y | +80.2% | +0.9% | +79.3% | +78.2% |
| 3Y | +48.4% | -0.8% | +49.2% | +44.6% |
| 5Y | +133.6% | +31.1% | +102.5% | +117.7% |
| All | +133.6% | +30.9% | +102.7% | +117.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling