+219.7%
CFG vs GPC
+85.0%
+134.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | +0.7% | +0.4% | +0.3% | +0.5% |
| 30D | +2.8% | -1.8% | +4.6% | +3.6% |
| 3M | -10.1% | -6.6% | -3.5% | -6.7% |
| 6M | +3.2% | +21.3% | -18.1% | -11.3% |
| YTD | +14.2% | +4.3% | +9.9% | +6.0% |
| 1Y | +27.4% | +3.3% | +24.2% | +18.9% |
| 3Y | +187.6% | +0.8% | +186.8% | +156.0% |
| 5Y | +65.7% | +7.4% | +58.3% | +36.3% |
| 10Y | +219.7% | +79.2% | +140.4% | +84.4% |
| All | +219.7% | +85.0% | +134.7% | +84.4% |
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