+146.7%
CI vs GPC
+83.6%
+63.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.8% |
| 7D | +1.3% | +1.2% | +0.1% | +0.8% |
| 30D | +4.4% | +6.0% | -1.5% | +2.0% |
| 3M | +0.7% | +42.6% | -42.0% | -14.0% |
| 6M | +0.3% | +22.8% | -22.4% | -9.0% |
| YTD | +3.8% | +15.5% | -11.6% | -4.5% |
| 1Y | -5.5% | +2.0% | -7.5% | -8.3% |
| 3Y | +8.1% | -1.4% | +9.5% | +2.4% |
| 5Y | +42.8% | +30.6% | +12.2% | +13.8% |
| All | +146.7% | +83.6% | +63.0% | +51.9% |
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 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