+577.4%
CF vs GPC
+80.7%
+496.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.7% |
| 7D | +6.0% | +1.2% | +4.8% | +5.4% |
| 30D | +14.8% | +6.0% | +8.9% | +11.9% |
| 3M | +14.1% | +42.6% | -28.6% | -3.3% |
| 6M | +28.5% | +22.8% | +5.8% | +15.3% |
| YTD | +74.9% | +15.5% | +59.5% | +59.7% |
| 1Y | +61.7% | +2.0% | +59.6% | +56.1% |
| 3Y | +80.3% | -1.4% | +81.8% | +68.6% |
| 5Y | +226.0% | +30.6% | +195.4% | +149.4% |
| All | +577.4% | +80.7% | +496.7% | +300.1% |
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 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