+224.4%
MRK vs GPN
+28.5%
+195.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -4.3% | -4.3% | +0.1% | -3.5% |
| 30D | +8.3% | 0.0% | +8.3% | +8.2% |
| 3M | +20.0% | +35.8% | -15.8% | +13.3% |
| 6M | +25.7% | +22.0% | +3.7% | +20.4% |
| YTD | +38.7% | +15.2% | +23.5% | +33.7% |
| 1Y | +74.7% | +3.5% | +71.2% | +71.4% |
| 3Y | +45.4% | -26.9% | +72.3% | +49.5% |
| 5Y | +129.0% | -44.2% | +173.2% | +145.6% |
| All | +224.4% | +28.5% | +195.9% | +195.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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