+243.0%
CB vs GPC
+93.7%
+149.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.8% | -1.3% |
| 7D | -1.5% | +0.8% | -2.3% | -1.8% |
| 30D | +6.5% | -1.1% | +7.6% | +6.8% |
| 3M | +4.1% | -6.6% | +10.7% | +6.5% |
| 6M | +14.4% | +22.2% | -7.8% | +5.0% |
| YTD | +17.5% | +5.1% | +12.4% | +12.6% |
| 1Y | +27.5% | +2.8% | +24.7% | +23.1% |
| 3Y | +71.6% | +2.4% | +69.2% | +59.1% |
| 5Y | +100.6% | +7.8% | +92.9% | +76.9% |
| 10Y | +243.0% | +87.2% | +155.8% | +129.1% |
| All | +243.0% | +93.7% | +149.3% | +129.1% |
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