+5.7%
CVS vs GPC
+3.6%
+2.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | -7.1% | +1.6% | -8.7% | -7.5% |
| 30D | -4.0% | -2.1% | -1.9% | -3.7% |
| 3M | -12.2% | -6.8% | -5.4% | -11.0% |
| 6M | -2.2% | +18.6% | -20.8% | -7.0% |
| YTD | +8.9% | +2.7% | +6.2% | +6.3% |
| 1Y | +9.9% | +1.8% | +8.1% | +7.6% |
| 3Y | +32.1% | +1.1% | +31.0% | +26.4% |
| All | +5.7% | +3.6% | +2.1% | -4.0% |
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 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