+299.5%
CME vs GPC
+93.7%
+205.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.8% | -1.1% |
| 7D | -0.6% | +0.8% | -1.4% | -0.8% |
| 30D | +8.5% | -1.1% | +9.6% | +8.7% |
| 3M | +16.0% | -6.6% | +22.7% | +17.8% |
| 6M | +9.3% | +22.2% | -12.9% | +2.5% |
| YTD | +15.3% | +5.1% | +10.3% | +11.6% |
| 1Y | +14.4% | +2.8% | +11.6% | +11.4% |
| 3Y | +59.9% | +2.4% | +57.6% | +50.3% |
| 5Y | +69.4% | +7.8% | +61.7% | +51.5% |
| 10Y | +299.5% | +87.2% | +212.3% | +158.9% |
| All | +299.5% | +93.7% | +205.8% | +158.9% |
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