-0.8%
CRM vs GPC
+29.4%
-30.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.0% |
| 7D | -4.4% | -3.2% | -1.3% | -3.6% |
| 30D | +28.1% | +0.5% | +27.6% | +27.8% |
| 3M | +48.8% | +31.7% | +17.1% | +37.8% |
| 6M | +28.3% | +24.7% | +3.5% | +20.2% |
| YTD | -6.0% | +11.8% | -17.8% | -9.7% |
| 1Y | +1.4% | -3.0% | +4.4% | +2.0% |
| 3Y | +11.8% | -1.1% | +13.0% | +7.6% |
| All | -0.8% | +29.4% | -30.2% | -21.1% |
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