-31.6%
CPB vs GPC
+3.6%
-35.1%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.9% |
| 7D | +8.0% | +1.6% | +6.4% | +7.6% |
| 30D | +22.4% | -2.1% | +24.5% | +23.0% |
| 3M | +2.5% | -6.8% | +9.3% | +4.3% |
| 6M | +12.2% | +18.6% | -6.4% | +7.2% |
| YTD | -12.8% | +2.7% | -15.5% | -13.8% |
| 1Y | -19.2% | +1.8% | -20.9% | -19.9% |
| 3Y | -35.6% | +1.1% | -36.6% | -37.4% |
| All | -31.6% | +3.6% | -35.1% | -35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling