+218.9%
CB vs GPC
+83.6%
+135.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.1% | -3.0% | -2.3% |
| 7D | +0.5% | +1.2% | -0.7% | 0.0% |
| 30D | -3.1% | +6.0% | -9.1% | -5.2% |
| 3M | +9.0% | +42.6% | -33.7% | -5.3% |
| 6M | +2.9% | +22.8% | -19.9% | -5.8% |
| YTD | +10.1% | +15.5% | -5.3% | +2.0% |
| 1Y | +22.8% | +2.0% | +20.7% | +19.3% |
| 3Y | +73.8% | -1.4% | +75.2% | +65.1% |
| 5Y | +99.2% | +30.6% | +68.6% | +61.6% |
| All | +218.9% | +83.6% | +135.3% | +112.9% |
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