+73.0%
CF vs GPC
-1.1%
+74.1%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.1% | -4.4% | -3.3% |
| 7D | +6.0% | +1.2% | +4.8% | +5.9% |
| 30D | +14.8% | +6.0% | +8.9% | +14.4% |
| 3M | +14.1% | +42.6% | -28.6% | +10.6% |
| 6M | +28.5% | +22.8% | +5.8% | +26.9% |
| YTD | +74.9% | +15.5% | +59.5% | +73.8% |
| 1Y | +61.7% | +2.0% | +59.6% | +63.6% |
| All | +73.0% | -1.1% | +74.1% | +73.6% |
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