+41.9%
CVS vs GPC
+83.6%
-41.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -1.0% |
| 7D | -1.9% | -0.6% | -1.3% | -1.7% |
| 30D | -0.3% | +1.3% | -1.6% | -0.8% |
| 3M | -1.1% | +37.1% | -38.2% | -11.2% |
| 6M | +23.7% | +23.2% | +0.5% | +14.6% |
| YTD | +23.0% | +13.1% | +9.9% | +16.1% |
| 1Y | +37.2% | +0.9% | +36.3% | +34.5% |
| 3Y | +62.4% | -0.8% | +63.2% | +55.8% |
| 5Y | +31.8% | +31.1% | +0.7% | +12.4% |
| 10Y | +41.9% | +87.4% | -45.5% | +5.4% |
| All | +41.9% | +83.6% | -41.7% | +5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling