+17.1%
CI vs GPC
+2.8%
+14.3%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.3% | -1.6% | +0.3% |
| 7D | +0.1% | +0.8% | -0.7% | 0.0% |
| 30D | +4.7% | -1.1% | +5.7% | +4.8% |
| 3M | +5.2% | -6.6% | +11.9% | +6.2% |
| 6M | +3.8% | +22.2% | -18.5% | +0.9% |
| YTD | +9.2% | +5.1% | +4.2% | +2.2% |
| All | +17.1% | +2.8% | +14.3% | +9.0% |
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