+142.2%
CI vs GPC
+93.7%
+48.5%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | -0.3% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +4.7% | -1.1% | +5.7% | +5.0% |
| 3M | +5.2% | -6.6% | +11.9% | +7.9% |
| 6M | +3.8% | +22.2% | -18.5% | -5.8% |
| YTD | +9.2% | +5.1% | +4.2% | +4.1% |
| 1Y | +14.3% | +2.8% | +11.5% | +9.9% |
| 3Y | +8.4% | +2.4% | +6.1% | +0.2% |
| 5Y | +50.0% | +7.8% | +42.3% | +30.8% |
| 10Y | +142.2% | +87.2% | +55.0% | +55.1% |
| All | +142.2% | +93.7% | +48.5% | +55.1% |
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