+362.4%
CFG vs GPC
+123.4%
+239.0%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.8% |
| 7D | +1.5% | +1.2% | +0.3% | +0.8% |
| 30D | -3.8% | +6.0% | -9.8% | -7.5% |
| 3M | +11.5% | +42.6% | -31.1% | -13.0% |
| 6M | +19.2% | +22.8% | -3.6% | +2.0% |
| YTD | +23.7% | +15.5% | +8.3% | +8.3% |
| 1Y | +38.8% | +2.0% | +36.8% | +31.9% |
| 3Y | +178.9% | -1.4% | +180.3% | +156.2% |
| 5Y | +101.8% | +30.6% | +71.2% | +46.2% |
| 10Y | +317.3% | +80.6% | +236.7% | +135.6% |
| All | +362.4% | +123.4% | +239.0% | +130.7% |
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