+345.0%
CPB vs GPC
+2,341.8%
-1,996.8%
-63.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.7% |
| 7D | -8.6% | +1.2% | -9.8% | -9.0% |
| 30D | -7.2% | +6.0% | -13.2% | -8.9% |
| 3M | +0.9% | +42.6% | -41.7% | -9.8% |
| 6M | -11.8% | +22.8% | -34.6% | -17.7% |
| YTD | -19.4% | +15.5% | -34.9% | -23.6% |
| 1Y | -30.4% | +2.0% | -32.4% | -31.5% |
| 3Y | -40.2% | -1.4% | -38.7% | -42.0% |
| 5Y | -39.5% | +30.6% | -70.1% | -47.1% |
| 10Y | -47.4% | +80.6% | -128.0% | -61.1% |
| All | +345.0% | +2,341.8% | -1,996.8% | +10.0% |
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