+231.7%
CTVA vs GPC
+74.7%
+156.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.3% |
| 7D | +4.9% | +1.2% | +3.7% | +4.4% |
| 30D | +11.9% | +6.0% | +6.0% | +9.3% |
| 3M | +13.7% | +42.6% | -29.0% | -2.1% |
| 6M | +13.1% | +22.8% | -9.6% | +3.0% |
| YTD | +32.0% | +15.5% | +16.5% | +21.9% |
| 1Y | +22.1% | +2.0% | +20.0% | +18.7% |
| 3Y | +77.5% | -1.4% | +78.9% | +69.2% |
| 5Y | +106.3% | +30.6% | +75.7% | +67.5% |
| All | +231.7% | +74.7% | +156.9% | +137.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling