+31.5%
CVS vs GPC
+29.0%
+2.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.2% | 0.0% |
| 7D | -1.6% | +0.2% | -1.8% | -1.6% |
| 30D | +0.4% | -0.4% | +0.8% | +0.4% |
| 3M | -0.4% | +39.2% | -39.6% | -8.8% |
| 6M | +25.1% | +18.2% | +6.9% | +19.3% |
| YTD | +23.9% | +12.1% | +11.8% | +18.7% |
| 1Y | +41.1% | -0.7% | +41.7% | +40.1% |
| 3Y | +63.6% | -1.7% | +65.3% | +59.0% |
| 5Y | +31.5% | +29.3% | +2.2% | +9.2% |
| All | +31.5% | +29.0% | +2.5% | +9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling