+45.0%
CG vs GPC
+0.2%
+44.8%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | +0.2% | +0.4% | -0.3% | +0.1% |
| 30D | +11.2% | -6.3% | +17.5% | +13.9% |
| 3M | -22.1% | -8.2% | -13.9% | -19.7% |
| 6M | -17.9% | +27.1% | -45.0% | -26.1% |
| YTD | -31.3% | +3.1% | -34.4% | -33.8% |
| 1Y | -24.0% | +0.1% | -24.0% | -25.8% |
| 3Y | +45.0% | +0.2% | +44.7% | +32.0% |
| All | +45.0% | +0.2% | +44.8% | +32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling