+601.8%
CAG vs GPC
+2,341.8%
-1,740.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.2% |
| 7D | -3.8% | +1.2% | -5.0% | -4.1% |
| 30D | +3.1% | +6.0% | -2.8% | +1.4% |
| 3M | +23.5% | +42.6% | -19.1% | +10.8% |
| 6M | -14.8% | +22.8% | -37.6% | -20.3% |
| YTD | -5.4% | +15.5% | -20.9% | -10.1% |
| 1Y | -11.8% | +2.0% | -13.8% | -13.2% |
| 3Y | -36.7% | -1.4% | -35.2% | -38.4% |
| 5Y | -40.3% | +30.6% | -70.9% | -47.2% |
| 10Y | -37.0% | +80.6% | -117.6% | -51.9% |
| All | +601.8% | +2,341.8% | -1,740.0% | +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