+1,279.5%
GPC vs CRL
+1,712.0%
-432.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.7% | -2.4% | +1.3% |
| 7D | +0.8% | +4.4% | -3.5% | -0.4% |
| 30D | -1.1% | +17.1% | -18.2% | -5.2% |
| 3M | -6.6% | +32.1% | -38.7% | -13.2% |
| 6M | +22.2% | +98.9% | -76.7% | +2.8% |
| YTD | +5.1% | +77.1% | -72.1% | -10.1% |
| 1Y | +2.8% | +110.3% | -107.5% | -15.5% |
| 3Y | +2.4% | +108.5% | -106.1% | -18.9% |
| 5Y | +7.8% | -7.9% | +15.6% | +0.3% |
| 10Y | +87.2% | +368.9% | -281.7% | +16.6% |
| All | +1,279.5% | +1,712.0% | -432.5% | +566.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling