+5.5%
CG vs GPC
+30.9%
-25.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -4.5% |
| 7D | -6.4% | -0.6% | -5.8% | -6.2% |
| 30D | -7.1% | +1.3% | -8.4% | -7.7% |
| 3M | -1.6% | +37.1% | -38.7% | -17.9% |
| 6M | -8.3% | +23.2% | -31.5% | -19.0% |
| YTD | -23.8% | +13.1% | -36.9% | -30.8% |
| 1Y | -28.7% | +0.9% | -29.6% | -30.7% |
| 3Y | +49.2% | -0.8% | +50.0% | +39.6% |
| 5Y | +5.5% | +31.1% | -25.6% | -28.4% |
| All | +5.5% | +30.9% | -25.4% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling