+7,539.9%
CP vs GPC
+2,341.8%
+5,198.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | -2.7% | +1.2% | -3.9% | -3.2% |
| 30D | +0.2% | +6.0% | -5.8% | -2.6% |
| 3M | +2.6% | +42.6% | -40.1% | -13.9% |
| 6M | +6.0% | +22.8% | -16.8% | -5.0% |
| YTD | +24.9% | +15.5% | +9.5% | +14.2% |
| 1Y | +20.1% | +2.0% | +18.1% | +16.1% |
| 3Y | +16.4% | -1.4% | +17.8% | +9.8% |
| 5Y | +31.7% | +30.6% | +1.1% | +6.8% |
| 10Y | +223.9% | +80.6% | +143.2% | +110.6% |
| All | +7,539.9% | +2,341.8% | +5,198.1% | +1,738.7% |
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 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