-98.0%
CAPR vs GPC
+365.9%
-463.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.3% | +6.0% | +5.2% |
| 7D | +41.1% | +1.6% | +39.5% | +40.4% |
| 30D | +11.1% | -2.1% | +13.2% | +12.0% |
| 3M | +115.3% | -6.8% | +122.1% | +121.6% |
| 6M | -73.8% | +18.6% | -92.4% | -76.1% |
| YTD | -68.8% | +2.7% | -71.5% | -70.3% |
| 1Y | +43.3% | +1.8% | +41.5% | +37.3% |
| 3Y | +214.7% | +1.1% | +213.6% | +193.4% |
| 5Y | +141.3% | +4.1% | +137.2% | +114.2% |
| 10Y | -67.0% | +88.2% | -155.3% | -79.6% |
| All | -98.0% | +365.9% | -463.9% | -98.7% |
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