+5,435.1%
CL vs GPC
+2,100.6%
+3,334.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.4% |
| 7D | +5.9% | +1.7% | +4.3% | +5.4% |
| 30D | +13.8% | -2.3% | +16.1% | +14.5% |
| 3M | +6.4% | -4.5% | +10.9% | +7.8% |
| 6M | +15.6% | +21.6% | -5.9% | +8.2% |
| YTD | +27.9% | +4.0% | +23.8% | +24.5% |
| 1Y | +31.4% | +3.5% | +27.9% | +28.1% |
| 3Y | +41.4% | +2.1% | +39.2% | +34.6% |
| 5Y | +42.8% | +5.5% | +37.3% | +32.1% |
| 10Y | +79.7% | +90.7% | -11.1% | +28.2% |
| All | +5,435.1% | +2,100.6% | +3,334.5% | +1,404.6% |
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