+350.2%
CG vs GPC
+217.9%
+132.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.1% | -2.7% | -2.2% |
| 7D | -4.3% | +1.2% | -5.5% | -4.9% |
| 30D | -5.1% | +6.0% | -11.1% | -8.0% |
| 3M | +8.7% | +42.6% | -34.0% | -11.1% |
| 6M | -9.2% | +22.8% | -32.0% | -19.8% |
| YTD | -18.9% | +15.5% | -34.3% | -26.9% |
| 1Y | -25.6% | +2.0% | -27.7% | -28.3% |
| 3Y | +57.3% | -1.4% | +58.7% | +49.1% |
| 5Y | +10.2% | +30.6% | -20.4% | -10.5% |
| 10Y | +364.2% | +80.6% | +283.6% | +198.8% |
| All | +350.2% | +217.9% | +132.2% | +125.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling