+29.9%
CFG vs GPC
-0.7%
+30.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +5.1% | -6.3% | +11.4% | +6.4% |
| 3M | -11.2% | -8.2% | -3.1% | -9.8% |
| 6M | +9.6% | +27.1% | -17.5% | +2.2% |
| YTD | +15.0% | +3.1% | +11.8% | +7.1% |
| 1Y | +29.9% | +0.1% | +29.8% | +23.0% |
| All | +29.9% | -0.7% | +30.6% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling