+316.4%
CFG vs GPC
+98.7%
+217.7%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.1% |
| 7D | -0.9% | +1.6% | -2.5% | -1.8% |
| 30D | +1.1% | -2.1% | +3.1% | +2.0% |
| 3M | -12.0% | -6.8% | -5.2% | -8.6% |
| 6M | -2.2% | +18.6% | -20.8% | -14.7% |
| YTD | +11.4% | +2.7% | +8.7% | +4.5% |
| 1Y | +27.8% | +1.8% | +26.1% | +20.5% |
| 3Y | +173.3% | +1.1% | +172.2% | +142.9% |
| 5Y | +62.4% | +4.1% | +58.4% | +37.8% |
| 10Y | +249.6% | +88.2% | +161.3% | +92.8% |
| All | +316.4% | +98.7% | +217.7% | +122.6% |
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