+27.7%
CL vs GPC
+0.8%
+27.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.1% |
| 7D | -0.8% | -2.1% | +1.3% | -0.3% |
| 30D | +9.5% | -4.5% | +14.1% | +10.6% |
| 3M | +6.8% | -7.7% | +14.5% | +8.6% |
| 6M | +14.3% | +24.3% | -10.0% | +9.3% |
| YTD | +27.0% | +3.5% | +23.5% | +19.4% |
| All | +27.7% | +0.8% | +27.0% | +20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling