+71.8%
CB vs GPC
+1.0%
+70.8%
-14.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +0.2% | +1.6% | -1.3% | 0.0% |
| 30D | +9.1% | -2.1% | +11.1% | +9.4% |
| 3M | +3.4% | -6.8% | +10.2% | +4.4% |
| 6M | +14.1% | +18.6% | -4.5% | +11.2% |
| YTD | +18.0% | +2.7% | +15.3% | +16.4% |
| 1Y | +30.1% | +1.8% | +28.4% | +28.4% |
| 3Y | +71.8% | +1.1% | +70.7% | +70.1% |
| All | +71.8% | +1.0% | +70.8% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling