+4,850.5%
CL vs GPC
+2,341.8%
+2,508.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.8% |
| 7D | -2.2% | +1.2% | -3.4% | -2.6% |
| 30D | -4.8% | +6.0% | -10.8% | -6.6% |
| 3M | +4.9% | +42.6% | -37.7% | -6.4% |
| 6M | -5.7% | +22.8% | -28.5% | -12.1% |
| YTD | +14.4% | +15.5% | -1.1% | +8.0% |
| 1Y | +8.7% | +2.0% | +6.7% | +6.6% |
| 3Y | +30.0% | -1.4% | +31.4% | +25.0% |
| 5Y | +28.4% | +30.6% | -2.2% | +10.8% |
| 10Y | +50.1% | +80.6% | -30.5% | +9.8% |
| All | +4,850.5% | +2,341.8% | +2,508.7% | +1,204.7% |
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