+246.7%
CB vs GPC
+78.6%
+168.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.6% |
| 7D | -1.0% | -2.1% | +1.1% | -0.3% |
| 30D | +7.3% | -4.5% | +11.9% | +9.1% |
| 3M | +7.0% | -7.7% | +14.7% | +10.0% |
| 6M | +16.3% | +24.3% | -8.0% | +6.0% |
| YTD | +19.7% | +3.5% | +16.3% | +15.3% |
| 1Y | +27.8% | +0.7% | +27.1% | +24.3% |
| 3Y | +72.0% | 0.0% | +72.0% | +61.0% |
| 5Y | +104.9% | +5.8% | +99.0% | +81.8% |
| 10Y | +246.7% | +75.8% | +171.0% | +134.4% |
| All | +246.7% | +78.6% | +168.2% | +134.4% |
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