+85.0%
GPC vs CRL
+255.5%
-170.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.6% |
| 7D | +1.2% | -1.0% | +2.2% | +1.5% |
| 30D | +6.0% | +10.7% | -4.7% | +3.0% |
| 3M | +42.6% | +55.3% | -12.7% | +25.6% |
| 6M | +22.8% | +60.7% | -37.9% | +6.1% |
| YTD | +15.5% | +44.6% | -29.2% | +2.3% |
| 1Y | +2.0% | +77.7% | -75.7% | -15.3% |
| 3Y | -1.4% | +37.6% | -39.1% | -15.7% |
| 5Y | +30.6% | -35.8% | +66.4% | +39.9% |
| All | +85.0% | +255.5% | -170.5% | +1.6% |
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