+580.1%
CAG vs GPC
+2,088.4%
-1,508.2%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.6% | -2.1% |
| 7D | -1.8% | -2.1% | +0.3% | -1.2% |
| 30D | +9.7% | -4.5% | +14.2% | +11.1% |
| 3M | +0.5% | -7.7% | +8.2% | +2.8% |
| 6M | +8.9% | +24.3% | -15.4% | +1.6% |
| YTD | -8.4% | +3.5% | -11.8% | -10.1% |
| 1Y | -8.3% | +0.7% | -9.1% | -9.4% |
| 3Y | -36.1% | 0.0% | -36.1% | -37.9% |
| 5Y | -40.1% | +5.8% | -46.0% | -43.7% |
| 10Y | -36.9% | +75.8% | -112.6% | -51.4% |
| All | +580.1% | +2,088.4% | -1,508.2% | +109.2% |
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