+32.1%
CVS vs GPC
+1.0%
+31.1%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.3% |
| 7D | -7.1% | +1.6% | -8.7% | -7.4% |
| 30D | -4.0% | -2.1% | -1.9% | -3.8% |
| 3M | -12.2% | -6.8% | -5.4% | -11.3% |
| 6M | -2.2% | +18.6% | -20.8% | -6.1% |
| YTD | +8.9% | +2.7% | +6.2% | +6.8% |
| 1Y | +9.9% | +1.8% | +8.1% | +8.0% |
| 3Y | +32.1% | +1.1% | +31.0% | +32.2% |
| All | +32.1% | +1.0% | +31.1% | +32.2% |
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