+6,508.2%
CRS vs GPC
+2,088.4%
+4,419.8%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | +4.4% | -2.1% | +6.5% | +5.9% |
| 30D | -19.1% | -4.5% | -14.6% | -17.1% |
| 3M | -43.2% | -7.7% | -35.6% | -40.7% |
| 6M | -28.9% | +24.3% | -53.2% | -40.2% |
| YTD | -3.0% | +3.5% | -6.4% | -9.5% |
| 1Y | -5.3% | +0.7% | -6.1% | -10.2% |
| 3Y | +363.5% | 0.0% | +363.6% | +315.8% |
| 5Y | +858.2% | +5.8% | +852.3% | +716.0% |
| 10Y | +862.9% | +75.8% | +787.2% | +496.3% |
| All | +6,508.2% | +2,088.4% | +4,419.8% | +1,654.0% |
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 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