+471.5%
CF vs GPC
+74.9%
+396.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +4.8% | +0.4% | +4.3% | +4.6% |
| 30D | +4.7% | -6.3% | +11.0% | +7.1% |
| 3M | +7.4% | -8.2% | +15.6% | +10.6% |
| 6M | +0.6% | +27.1% | -26.5% | -11.2% |
| YTD | +64.1% | +3.1% | +61.0% | +56.2% |
| 1Y | +51.4% | +0.1% | +51.3% | +46.0% |
| 3Y | +67.8% | +0.2% | +67.6% | +53.1% |
| 5Y | +114.1% | +4.9% | +109.3% | +83.0% |
| All | +471.5% | +74.9% | +396.6% | +246.3% |
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