+341.4%
CG vs GPC
+79.8%
+261.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -0.7% |
| 7D | -1.3% | +0.2% | -1.5% | -1.4% |
| 30D | -3.2% | -0.4% | -2.8% | -3.0% |
| 3M | +6.2% | +39.2% | -33.0% | -11.7% |
| 6M | -4.7% | +18.2% | -22.9% | -13.8% |
| YTD | -20.6% | +12.1% | -32.7% | -27.2% |
| 1Y | -26.4% | -0.7% | -25.7% | -27.9% |
| 3Y | +55.4% | -1.7% | +57.1% | +47.5% |
| 5Y | +9.8% | +29.3% | -19.5% | -9.9% |
| 10Y | +341.4% | +80.7% | +260.7% | +187.4% |
| All | +341.4% | +79.8% | +261.5% | +187.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling