+7,463.6%
CI vs GPC
+2,341.8%
+5,121.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.4% | -1.8% |
| 7D | +1.3% | +1.2% | +0.1% | +0.7% |
| 30D | +4.4% | +6.0% | -1.5% | +1.7% |
| 3M | +0.7% | +42.6% | -42.0% | -15.1% |
| 6M | +0.3% | +22.8% | -22.4% | -9.9% |
| YTD | +3.8% | +15.5% | -11.6% | -5.2% |
| 1Y | -5.5% | +2.0% | -7.5% | -8.8% |
| 3Y | +8.1% | -1.4% | +9.5% | +1.5% |
| 5Y | +42.8% | +30.6% | +12.2% | +14.9% |
| 10Y | +143.9% | +80.6% | +63.3% | +60.1% |
| All | +7,463.6% | +2,341.8% | +5,121.8% | +1,554.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling