-14.1%
CG vs GPC
+6.5%
-20.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.7% | +2.8% | +4.1% |
| 7D | +9.4% | +4.1% | +5.3% | +8.3% |
| 30D | +8.7% | +0.1% | +8.6% | +8.5% |
| 3M | -15.0% | -3.9% | -11.1% | -14.2% |
| 6M | -13.2% | +24.4% | -37.6% | -18.9% |
| YTD | -26.2% | +5.7% | -31.8% | -32.9% |
| 1Y | -14.1% | +6.8% | -20.9% | -22.4% |
| All | -14.1% | +6.5% | -20.6% | -22.4% |
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