+78.4%
CTVA vs GPC
+6.4%
+72.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | 0.0% |
| 7D | -1.0% | -2.1% | +1.1% | -0.4% |
| 30D | -8.7% | -4.5% | -4.2% | -7.6% |
| 3M | +6.4% | -7.7% | +14.1% | +8.7% |
| 6M | -1.9% | +24.3% | -26.2% | -8.9% |
| YTD | +21.5% | +3.5% | +18.1% | +17.9% |
| 1Y | +24.3% | +0.7% | +23.5% | +21.6% |
| 3Y | +91.8% | 0.0% | +91.8% | +82.4% |
| 5Y | +78.4% | +5.8% | +72.6% | +59.1% |
| All | +78.4% | +6.4% | +72.0% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling