+285.1%
CME vs GPC
+83.6%
+201.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.6% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | +6.2% | +6.0% | +0.3% | +4.5% |
| 3M | +10.4% | +42.6% | -32.2% | -0.4% |
| 6M | -9.5% | +22.8% | -32.3% | -15.2% |
| YTD | +6.0% | +15.5% | -9.4% | +0.3% |
| 1Y | +9.3% | +2.0% | +7.2% | +7.1% |
| 3Y | +57.7% | -1.4% | +59.1% | +51.6% |
| 5Y | +77.7% | +30.6% | +47.1% | +48.8% |
| All | +285.1% | +83.6% | +201.5% | +152.5% |
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