+5.0%
GPC vs CRL
-10.4%
+15.4%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.8% | -9.1% | -2.9% |
| 7D | +1.6% | -6.1% | +7.7% | +2.6% |
| 30D | -2.1% | +12.4% | -14.5% | -5.0% |
| 3M | -6.8% | +27.1% | -33.9% | -12.1% |
| 6M | +18.6% | +85.7% | -67.1% | +2.5% |
| YTD | +2.7% | +69.2% | -66.5% | -10.2% |
| 1Y | +1.8% | +97.5% | -95.7% | -14.0% |
| 3Y | +1.1% | +86.1% | -85.0% | -15.9% |
| All | +5.0% | -10.4% | +15.4% | +0.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling