-38.3%
CAG vs GPC
+74.9%
-113.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -3.3% | +0.4% | -3.8% | -3.5% |
| 30D | +7.7% | -6.3% | +14.0% | +9.4% |
| 3M | -3.2% | -8.2% | +5.0% | -1.1% |
| 6M | +7.0% | +27.1% | -20.1% | +0.2% |
| YTD | -9.0% | +3.1% | -12.1% | -10.3% |
| 1Y | -9.6% | +0.1% | -9.7% | -10.3% |
| 3Y | -36.0% | +0.2% | -36.2% | -37.5% |
| 5Y | -40.9% | +4.9% | -45.7% | -43.7% |
| All | -38.3% | +74.9% | -113.2% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling