+65.4%
CVS vs GPC
+0.9%
+64.5%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | +4.0% | +1.2% | +2.8% | +3.7% |
| 30D | -2.4% | +6.0% | -8.4% | -3.4% |
| 3M | +2.7% | +42.6% | -40.0% | -4.3% |
| 6M | +21.9% | +22.8% | -0.9% | +17.0% |
| YTD | +24.7% | +15.5% | +9.3% | +20.3% |
| 1Y | +35.4% | +2.0% | +33.4% | +34.5% |
| All | +65.4% | +0.9% | +64.5% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling