+1,907.2%
CVS vs GPC
+2,341.8%
-434.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +4.0% | +1.2% | +2.8% | +3.4% |
| 30D | -2.4% | +6.0% | -8.4% | -4.7% |
| 3M | +2.7% | +42.6% | -40.0% | -11.4% |
| 6M | +21.9% | +22.8% | -0.9% | +10.9% |
| YTD | +24.7% | +15.5% | +9.3% | +15.1% |
| 1Y | +35.4% | +2.0% | +33.4% | +31.2% |
| 3Y | +65.2% | -1.4% | +66.6% | +56.8% |
| 5Y | +30.5% | +30.6% | 0.0% | +8.6% |
| 10Y | +40.4% | +80.6% | -40.2% | -3.3% |
| All | +1,907.2% | +2,341.8% | -434.6% | +360.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling