+5,793.7%
CRM vs GPC
+580.6%
+5,213.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.9% | -1.0% | -2.3% |
| 7D | -3.5% | +0.2% | -3.7% | -3.6% |
| 30D | +29.3% | -0.4% | +29.6% | +29.2% |
| 3M | +36.8% | +39.2% | -2.4% | +13.1% |
| 6M | +23.9% | +18.2% | +5.7% | +10.8% |
| YTD | -5.5% | +12.1% | -17.6% | -14.3% |
| 1Y | -0.4% | -0.7% | +0.2% | -3.6% |
| 3Y | +12.8% | -1.7% | +14.4% | +2.9% |
| 5Y | -3.5% | +29.3% | -32.8% | -27.3% |
| 10Y | +238.4% | +80.7% | +157.8% | +78.8% |
| All | +5,793.7% | +580.6% | +5,213.1% | +883.1% |
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 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