+115.6%
CRBG vs GPC
-1.8%
+117.4%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.6% |
| 7D | +0.6% | -3.2% | +3.8% | +1.7% |
| 30D | +2.6% | +0.5% | +2.1% | +2.4% |
| 3M | +24.0% | +31.7% | -7.7% | +11.4% |
| 6M | +50.5% | +24.7% | +25.8% | +37.6% |
| YTD | +17.1% | +11.8% | +5.4% | +10.3% |
| 1Y | +5.9% | -3.0% | +8.8% | +5.3% |
| 3Y | +122.7% | -1.1% | +123.8% | +110.3% |
| All | +115.6% | -1.8% | +117.4% | +94.8% |
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