+7.1%
CRM vs GPC
+0.2%
+6.9%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +1.3% | +0.4% | +0.8% | +1.2% |
| 30D | +34.3% | +5.1% | +29.2% | +33.5% |
| 3M | +37.7% | +41.5% | -3.8% | +36.8% |
| 6M | +34.9% | +21.8% | +13.1% | +36.4% |
| YTD | -1.6% | +14.6% | -16.2% | +0.7% |
| 1Y | +7.1% | +1.3% | +5.9% | +14.0% |
| All | +7.1% | +0.2% | +6.9% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling