+3,746.6%
MRK vs GPC
+2,072.3%
+1,674.3%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.1% |
| 7D | 0.0% | -1.3% | +1.3% | +0.4% |
| 30D | +3.5% | -6.0% | +9.5% | +5.5% |
| 3M | +11.2% | -7.6% | +18.8% | +14.0% |
| 6M | +32.5% | +24.2% | +8.3% | +22.2% |
| YTD | +42.5% | +2.7% | +39.8% | +38.7% |
| 1Y | +65.4% | +0.2% | +65.3% | +62.3% |
| 3Y | +58.8% | -0.8% | +59.6% | +51.5% |
| 5Y | +103.9% | +4.4% | +99.4% | +86.2% |
| 10Y | +226.8% | +74.5% | +152.3% | +129.8% |
| All | +3,746.6% | +2,072.3% | +1,674.3% | +858.2% |
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