+1,760.0%
CVS vs GPC
+2,105.4%
-345.3%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.2% | +4.7% |
| 7D | -2.6% | +0.4% | -3.0% | -2.9% |
| 30D | +4.0% | -1.8% | +5.9% | +4.4% |
| 3M | -6.3% | -6.6% | +0.3% | -4.3% |
| 6M | -0.4% | +21.3% | -21.7% | -9.1% |
| YTD | +15.6% | +4.3% | +11.3% | +10.5% |
| 1Y | +18.3% | +3.3% | +15.1% | +13.5% |
| 3Y | +47.3% | +0.8% | +46.5% | +38.4% |
| 5Y | +13.2% | +7.4% | +5.8% | +1.5% |
| 10Y | +57.2% | +79.2% | -22.1% | +7.9% |
| All | +1,760.0% | +2,105.4% | -345.3% | +342.3% |
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