+61.7%
CF vs GPC
+0.2%
+61.5%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.3% | -3.6% | -3.2% |
| 7D | +6.0% | +0.4% | +5.6% | +6.0% |
| 30D | +14.8% | +5.1% | +9.7% | +15.2% |
| 3M | +14.1% | +41.5% | -27.5% | +16.3% |
| 6M | +28.5% | +21.8% | +6.7% | +33.9% |
| YTD | +74.9% | +14.6% | +60.4% | +78.6% |
| 1Y | +61.7% | +1.3% | +60.4% | +73.5% |
| All | +61.7% | +0.2% | +61.5% | +73.5% |
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