+1,372.2%
CRS vs GPC
+88.6%
+1,283.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.6% |
| 7D | -0.5% | -0.6% | +0.1% | -0.1% |
| 30D | -18.1% | +1.3% | -19.4% | -19.0% |
| 3M | -12.4% | +37.1% | -49.5% | -31.8% |
| 6M | +15.9% | +23.2% | -7.3% | -2.4% |
| YTD | +45.8% | +13.1% | +32.7% | +27.5% |
| 1Y | +87.8% | +0.9% | +86.9% | +78.1% |
| 3Y | +648.7% | -0.8% | +649.5% | +563.1% |
| 5Y | +1,416.6% | +31.1% | +1,385.5% | +918.5% |
| All | +1,372.2% | +88.6% | +1,283.7% | +646.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling