+9.6%
CI vs GPC
+1.3%
+8.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.3% | +2.7% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +7.3% | -1.8% | +9.1% | +7.6% |
| 3M | +9.5% | -6.6% | +16.1% | +10.8% |
| 6M | +6.4% | +21.3% | -14.9% | +2.1% |
| YTD | +12.0% | +4.3% | +7.7% | +9.7% |
| 1Y | +20.1% | +3.3% | +16.8% | +17.9% |
| 3Y | +9.6% | +0.8% | +8.8% | +1.4% |
| All | +9.6% | +1.3% | +8.2% | +1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling