+27.4%
CFG vs GPC
+2.1%
+25.4%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.3% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | +2.8% | -1.8% | +4.6% | +3.0% |
| 3M | -10.1% | -6.6% | -3.5% | -9.0% |
| 6M | +3.2% | +21.3% | -18.1% | -2.3% |
| YTD | +14.2% | +4.3% | +9.9% | +6.6% |
| 1Y | +27.4% | +3.3% | +24.2% | +19.0% |
| All | +27.4% | +2.1% | +25.4% | +19.0% |
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