+150.9%
CI vs GPC
+78.6%
+72.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.2% |
| 7D | -1.3% | -2.1% | +0.8% | -0.4% |
| 30D | +6.4% | -4.5% | +10.9% | +8.3% |
| 3M | +10.7% | -7.7% | +18.4% | +14.1% |
| 6M | +5.5% | +24.3% | -18.8% | -5.0% |
| YTD | +11.4% | +3.5% | +7.9% | +6.8% |
| 1Y | +15.0% | +0.7% | +14.3% | +11.6% |
| 3Y | +9.0% | 0.0% | +9.0% | +1.7% |
| 5Y | +52.0% | +5.8% | +46.1% | +33.4% |
| 10Y | +150.9% | +75.8% | +75.2% | +59.7% |
| All | +150.9% | +78.6% | +72.4% | +59.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling