+0.2%
GPC vs CRL
+97.0%
-96.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.7% |
| 7D | -1.3% | +8.9% | -10.2% | -2.6% |
| 30D | -6.0% | +14.0% | -20.0% | -8.7% |
| 3M | -7.6% | +19.8% | -27.5% | -11.4% |
| 6M | +24.2% | +102.0% | -77.8% | +5.3% |
| YTD | +2.7% | +70.8% | -68.1% | -11.8% |
| 1Y | +0.2% | +98.7% | -98.6% | -18.3% |
| All | +0.2% | +97.0% | -96.8% | -18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling