-69.2%
CPNG vs GPC
+26.2%
-95.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -6.8% | +0.4% | -7.2% | -6.9% |
| 30D | +5.5% | -6.3% | +11.8% | +7.4% |
| 3M | -6.8% | -8.2% | +1.4% | -4.6% |
| 6M | -4.8% | +27.1% | -31.9% | -11.7% |
| YTD | -35.6% | +3.1% | -38.7% | -37.7% |
| 1Y | -46.8% | +0.1% | -46.8% | -48.0% |
| 3Y | -0.8% | +0.2% | -1.0% | -8.2% |
| 5Y | -42.9% | +4.9% | -47.7% | -49.7% |
| All | -69.2% | +26.2% | -95.3% | -72.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling