+18.0%
CI vs GPC
+6.5%
+11.6%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.7% | +1.7% | +3.1% |
| 7D | +3.5% | +4.1% | -0.6% | +2.9% |
| 30D | +12.6% | +0.1% | +12.5% | +12.5% |
| 3M | +12.1% | -3.9% | +16.0% | +12.7% |
| 6M | +10.6% | +24.4% | -13.8% | +7.1% |
| YTD | +12.8% | +5.7% | +7.2% | +5.3% |
| 1Y | +18.0% | +6.8% | +11.3% | +6.3% |
| All | +18.0% | +6.5% | +11.6% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling