+105.1%
CTVA vs GPC
+30.9%
+74.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.6% |
| 7D | -5.8% | -0.6% | -5.2% | -5.6% |
| 30D | +11.1% | +1.3% | +9.8% | +10.6% |
| 3M | +13.2% | +37.1% | -23.9% | +2.4% |
| 6M | +8.7% | +23.2% | -14.5% | +1.3% |
| YTD | +27.3% | +13.1% | +14.2% | +20.5% |
| 1Y | +18.0% | +0.9% | +17.1% | +16.2% |
| 3Y | +76.5% | -0.8% | +77.3% | +69.3% |
| 5Y | +105.1% | +31.1% | +74.0% | +63.7% |
| All | +105.1% | +30.9% | +74.2% | +63.7% |
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