-65.0%
CBRS vs GPC
+26.4%
-91.4%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.2% | +0.4% | +10.8% | +11.4% |
| 7D | +21.2% | +0.4% | +20.8% | +21.4% |
| 30D | -23.2% | -6.3% | -16.9% | -24.8% |
| 3M | -52.9% | -8.2% | -44.8% | -54.2% |
| All | -65.0% | +26.4% | -91.4% | -65.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling