+320.1%
CG vs GPC
+93.7%
+226.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +2.3% | +4.3% | +5.4% |
| 7D | +3.0% | +0.8% | +2.2% | +2.7% |
| 30D | +10.1% | -1.1% | +11.2% | +10.6% |
| 3M | -10.8% | -6.6% | -4.2% | -7.8% |
| 6M | -15.2% | +22.2% | -37.5% | -24.9% |
| YTD | -26.9% | +5.1% | -32.0% | -30.9% |
| 1Y | -17.0% | +2.8% | -19.8% | -20.7% |
| 3Y | +54.6% | +2.4% | +52.3% | +42.9% |
| 5Y | -16.7% | +7.8% | -24.5% | -25.3% |
| 10Y | +320.1% | +87.2% | +232.9% | +168.9% |
| All | +320.1% | +93.7% | +226.4% | +168.9% |
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