+57.2%
CVS vs GPC
+85.0%
-27.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.2% | +4.6% |
| 7D | -2.6% | +0.4% | -3.0% | -2.8% |
| 30D | +4.0% | -1.8% | +5.9% | +4.3% |
| 3M | -6.3% | -6.6% | +0.3% | -4.7% |
| 6M | -0.4% | +21.3% | -21.7% | -7.5% |
| YTD | +15.6% | +4.3% | +11.3% | +11.5% |
| 1Y | +18.3% | +3.3% | +15.1% | +14.5% |
| 3Y | +47.3% | +0.8% | +46.5% | +40.0% |
| 5Y | +13.2% | +7.4% | +5.8% | +3.1% |
| 10Y | +57.2% | +79.2% | -22.1% | +19.0% |
| All | +57.2% | +85.0% | -27.8% | +19.0% |
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