+218.9%
CTVA vs GPC
+69.8%
+149.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | -4.7% | -1.8% | -2.9% | -4.0% |
| 30D | +11.1% | +0.1% | +11.0% | +11.0% |
| 3M | +13.7% | +37.4% | -23.6% | -0.6% |
| 6M | +11.2% | +25.4% | -14.2% | +0.4% |
| YTD | +26.9% | +12.2% | +14.7% | +18.5% |
| 1Y | +18.8% | -0.3% | +19.1% | +16.6% |
| 3Y | +75.9% | -1.6% | +77.5% | +67.4% |
| 5Y | +105.2% | +31.0% | +74.3% | +65.9% |
| All | +218.9% | +69.8% | +149.2% | +131.3% |
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 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