+5,556.5%
CNQ vs GPC
+1,412.2%
+4,144.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | +0.1% | -3.2% | +3.3% | +1.8% |
| 30D | +6.2% | +0.5% | +5.7% | +5.6% |
| 3M | +12.4% | +31.7% | -19.4% | -4.8% |
| 6M | +9.0% | +24.7% | -15.7% | -6.1% |
| YTD | +52.2% | +11.8% | +40.4% | +37.4% |
| 1Y | +65.0% | -3.0% | +68.0% | +60.5% |
| 3Y | +78.8% | -1.1% | +79.9% | +61.5% |
| 5Y | +286.0% | +30.5% | +255.5% | +187.1% |
| 10Y | +420.7% | +85.2% | +335.5% | +203.4% |
| All | +5,556.5% | +1,412.2% | +4,144.3% | +1,336.5% |
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 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