+84.9%
CL vs GPC
+85.0%
-0.1%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | +2.6% | +0.4% | +2.2% | +2.5% |
| 30D | +11.8% | -1.8% | +13.6% | +12.2% |
| 3M | +5.9% | -6.6% | +12.5% | +7.5% |
| 6M | +13.3% | +21.3% | -8.0% | +7.9% |
| YTD | +27.1% | +4.3% | +22.8% | +24.6% |
| 1Y | +28.0% | +3.3% | +24.7% | +25.7% |
| 3Y | +39.4% | +0.8% | +38.6% | +34.9% |
| 5Y | +40.8% | +7.4% | +33.4% | +32.1% |
| 10Y | +84.9% | +79.2% | +5.6% | +46.1% |
| All | +84.9% | +85.0% | -0.1% | +46.1% |
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 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