+172.5%
CNC vs GPC
+74.2%
+98.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | 0.0% |
| 7D | -5.3% | -1.3% | -4.0% | -4.8% |
| 30D | +2.0% | -6.0% | +8.1% | +4.1% |
| 3M | +4.8% | -7.6% | +12.4% | +7.5% |
| 6M | +18.5% | +24.2% | -5.7% | +7.9% |
| YTD | +70.8% | +2.7% | +68.1% | +64.2% |
| 1Y | +94.1% | +0.2% | +94.0% | +88.6% |
| 3Y | -2.2% | -0.8% | -1.5% | -8.7% |
| 5Y | -7.4% | +4.4% | -11.8% | -18.4% |
| All | +172.5% | +74.2% | +98.4% | +79.3% |
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