+32.2%
CP vs GPC
+2.0%
+30.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.7% | +0.2% |
| 7D | -0.7% | -2.1% | +1.4% | -0.2% |
| 30D | +9.6% | -4.5% | +14.2% | +10.8% |
| 3M | +2.2% | -7.7% | +9.9% | +4.1% |
| 6M | +11.1% | +24.3% | -13.2% | +5.1% |
| YTD | +28.2% | +3.5% | +24.7% | +18.1% |
| 1Y | +32.2% | +0.7% | +31.4% | +22.7% |
| All | +32.2% | +2.0% | +30.2% | +22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling