+131.2%
CTVA vs GPC
+55.5%
+75.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | -0.7% | -23.6% | -24.0% |
| 7D | -23.7% | -1.3% | -22.4% | -23.2% |
| 30D | -31.2% | -6.0% | -25.2% | -29.5% |
| 3M | -18.7% | -7.6% | -11.1% | -16.3% |
| 6M | -25.5% | +24.2% | -49.7% | -32.4% |
| YTD | -8.0% | +2.7% | -10.7% | -11.2% |
| 1Y | -7.0% | +0.2% | -7.2% | -9.4% |
| 3Y | +45.2% | -0.8% | +46.0% | +37.3% |
| 5Y | +32.3% | +4.4% | +27.8% | +18.7% |
| All | +131.2% | +55.5% | +75.8% | +73.3% |
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 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