+5,294.5%
CF vs GPC
+430.6%
+4,863.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.6% | +7.7% | +7.1% |
| 7D | +0.4% | +1.7% | -1.3% | -0.8% |
| 30D | +2.2% | -2.3% | +4.5% | +3.1% |
| 3M | +2.1% | -4.5% | +6.6% | +3.9% |
| 6M | -6.5% | +21.6% | -28.1% | -19.4% |
| YTD | +55.6% | +4.0% | +51.5% | +43.6% |
| 1Y | +42.3% | +3.5% | +38.8% | +31.5% |
| 3Y | +55.7% | +2.1% | +53.6% | +34.7% |
| 5Y | +122.4% | +5.5% | +117.0% | +79.1% |
| 10Y | +568.5% | +90.7% | +477.8% | +222.3% |
| All | +5,294.5% | +430.6% | +4,863.9% | +833.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling