+75.8%
GPC vs CRL
+358.0%
-282.3%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -2.1% | +5.0% | -7.1% | -3.5% |
| 30D | -4.5% | +13.5% | -18.1% | -8.4% |
| 3M | -7.7% | +21.5% | -29.2% | -13.3% |
| 6M | +24.3% | +103.4% | -79.1% | +0.4% |
| YTD | +3.5% | +71.8% | -68.3% | -13.4% |
| 1Y | +0.7% | +97.5% | -96.8% | -19.0% |
| 3Y | 0.0% | +99.2% | -99.3% | -23.8% |
| 5Y | +5.8% | -12.1% | +18.0% | +2.3% |
| 10Y | +75.8% | +359.2% | -283.4% | -7.8% |
| All | +75.8% | +358.0% | -282.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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