+192.6%
CFG vs GPC
+0.5%
+192.1%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +1.1% |
| 7D | -0.8% | -2.1% | +1.3% | -0.1% |
| 30D | +3.1% | -4.5% | +7.7% | +4.5% |
| 3M | -9.7% | -7.7% | -2.0% | -7.7% |
| 6M | +6.7% | +24.3% | -17.6% | -1.9% |
| YTD | +15.2% | +3.5% | +11.7% | +11.4% |
| 1Y | +28.8% | +0.7% | +28.0% | +25.7% |
| All | +192.6% | +0.5% | +192.1% | +166.5% |
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