+47.7%
CI vs GPC
+3.6%
+44.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.3% |
| 7D | -1.6% | +1.6% | -3.1% | -1.9% |
| 30D | +5.4% | -2.1% | +7.5% | +5.9% |
| 3M | +7.3% | -6.8% | +14.1% | +9.0% |
| 6M | +5.3% | +18.6% | -13.3% | +0.2% |
| YTD | +8.5% | +2.7% | +5.8% | +6.1% |
| 1Y | +17.1% | +1.8% | +15.3% | +14.8% |
| 3Y | +1.4% | +1.1% | +0.4% | -3.2% |
| All | +47.7% | +3.6% | +44.1% | +33.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling