+84.5%
CTVA vs GPC
+0.5%
+83.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.1% |
| 7D | -1.0% | -2.1% | +1.1% | -0.5% |
| 30D | -8.7% | -4.5% | -4.2% | -7.8% |
| 3M | +6.4% | -7.7% | +14.1% | +8.3% |
| 6M | -1.9% | +24.3% | -26.2% | -7.7% |
| YTD | +21.5% | +3.5% | +18.1% | +18.3% |
| 1Y | +24.3% | +0.7% | +23.5% | +21.9% |
| All | +84.5% | +0.5% | +83.9% | +67.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling