+1,339.5%
CRS vs GPC
+87.0%
+1,252.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.7% |
| 7D | -4.1% | -1.8% | -2.4% | -2.9% |
| 30D | -16.6% | +0.1% | -16.7% | -16.8% |
| 3M | -14.3% | +37.4% | -51.6% | -33.3% |
| 6M | +11.6% | +25.4% | -13.8% | -7.3% |
| YTD | +42.6% | +12.2% | +30.4% | +25.3% |
| 1Y | +81.8% | -0.3% | +82.2% | +74.0% |
| 3Y | +632.1% | -1.6% | +633.7% | +552.0% |
| 5Y | +1,401.6% | +31.0% | +1,370.7% | +907.7% |
| All | +1,339.5% | +87.0% | +1,252.4% | +634.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling