+280.5%
CG vs GPC
+182.7%
+97.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.7% | 0.0% |
| 7D | -1.2% | +1.6% | -2.8% | -1.9% |
| 30D | +5.0% | -2.1% | +7.1% | +6.0% |
| 3M | -18.2% | -6.8% | -11.4% | -15.4% |
| 6M | -20.7% | +18.6% | -39.3% | -28.8% |
| YTD | -31.4% | +2.7% | -34.1% | -34.5% |
| 1Y | -22.3% | +1.8% | -24.0% | -25.4% |
| 3Y | +50.2% | +1.1% | +49.1% | +39.5% |
| 5Y | -22.1% | +4.1% | -26.1% | -28.8% |
| 10Y | +295.5% | +88.2% | +207.3% | +146.9% |
| All | +280.5% | +182.7% | +97.7% | +101.9% |
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 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