The earliest publication I have is 1918 when it published in a "war edition" Lyrics R Pascoe: Music: Monte Carlo, Alma Sanders.

At about the same time it was performed on an Edison Cylinder Recording #3876 by W Oakland and Chorus. This later appeared on Edison Diamond Discs in 1919/1920.

Also His Master's Voice 216060A in 1919 by Willie Eckstein's Strand Trio

John McCormack did five takes on it in late 1919 (5 November - [matrix number0 B23456 - 1 -2 -3) (10 December - B23456 - 4 - 5) the last of which was pressed by both Victor and HMV - hence he may not have been the first to record it, though the dates here are exact; the others are not. Still there is no doubt its place in memory is due to McCormack.