-33.3%
CPB vs GPC
+4.3%
-37.6%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +0.4% | +2.8% | +3.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | +19.2% | -6.3% | +25.5% | +21.2% |
| 3M | -0.9% | -8.2% | +7.2% | +1.1% |
| 6M | +15.2% | +27.1% | -11.9% | +8.2% |
| YTD | -13.1% | +3.1% | -16.2% | -14.2% |
| 1Y | -22.4% | +0.1% | -22.5% | -22.9% |
| 3Y | -35.3% | +0.2% | -35.5% | -37.0% |
| All | -33.3% | +4.3% | -37.6% | -36.7% |
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 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