+7,384.4%
CME vs GPC
+782.3%
+6,602.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.3% | -2.8% | -1.5% |
| 7D | -0.6% | +0.8% | -1.4% | -1.0% |
| 30D | +8.5% | -1.1% | +9.6% | +8.8% |
| 3M | +16.0% | -6.6% | +22.7% | +19.2% |
| 6M | +9.3% | +22.2% | -12.9% | -2.9% |
| YTD | +15.3% | +5.1% | +10.3% | +8.1% |
| 1Y | +14.4% | +2.8% | +11.6% | +8.2% |
| 3Y | +59.9% | +2.4% | +57.6% | +42.0% |
| 5Y | +69.4% | +7.8% | +61.7% | +39.3% |
| 10Y | +299.5% | +87.2% | +212.3% | +106.9% |
| All | +7,384.4% | +782.3% | +6,602.1% | +1,102.1% |
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