+76.3%
CL vs GPC
+93.7%
-17.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +0.9% |
| 7D | +0.5% | +0.8% | -0.3% | +0.3% |
| 30D | +11.6% | -1.1% | +12.7% | +11.8% |
| 3M | +5.6% | -6.6% | +12.2% | +7.2% |
| 6M | +13.2% | +22.2% | -9.1% | +7.6% |
| YTD | +26.9% | +5.1% | +21.9% | +24.2% |
| 1Y | +27.3% | +2.8% | +24.5% | +25.2% |
| 3Y | +39.7% | +2.4% | +37.4% | +34.7% |
| 5Y | +41.3% | +7.8% | +33.6% | +32.6% |
| 10Y | +76.3% | +87.2% | -11.0% | +43.8% |
| All | +76.3% | +93.7% | -17.5% | +43.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling