+7,803.6%
CI vs GPC
+2,071.6%
+5,732.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.0% |
| 7D | -1.6% | +1.6% | -3.1% | -2.3% |
| 30D | +5.4% | -2.1% | +7.5% | +6.2% |
| 3M | +7.3% | -6.8% | +14.1% | +10.4% |
| 6M | +5.3% | +18.6% | -13.3% | -3.9% |
| YTD | +8.5% | +2.7% | +5.8% | +4.1% |
| 1Y | +17.1% | +1.8% | +15.3% | +12.8% |
| 3Y | +1.4% | +1.1% | +0.4% | -5.9% |
| 5Y | +50.5% | +4.1% | +46.4% | +34.5% |
| 10Y | +168.5% | +88.2% | +80.3% | +72.5% |
| All | +7,803.6% | +2,071.6% | +5,732.0% | +1,717.7% |
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