+41.3%
CL vs GPC
+7.9%
+33.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.3% | -0.9% | +1.0% |
| 7D | +0.5% | +0.8% | -0.3% | +0.4% |
| 30D | +11.6% | -1.1% | +12.7% | +11.8% |
| 3M | +5.6% | -6.6% | +12.2% | +7.0% |
| 6M | +13.2% | +22.2% | -9.1% | +8.6% |
| YTD | +26.9% | +5.1% | +21.9% | +24.5% |
| 1Y | +27.3% | +2.8% | +24.5% | +25.4% |
| 3Y | +39.7% | +2.4% | +37.4% | +34.9% |
| 5Y | +41.3% | +7.8% | +33.6% | +32.3% |
| All | +41.3% | +7.9% | +33.4% | +32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling