+3.2%
GPN vs CRL
+80.5%
-77.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.7% |
| 7D | -4.6% | -3.5% | -1.0% | -3.8% |
| 30D | -0.3% | -2.1% | +1.9% | +0.2% |
| 3M | +35.4% | +48.0% | -12.5% | +23.1% |
| 6M | +21.7% | +64.7% | -43.1% | +7.1% |
| YTD | +14.9% | +39.5% | -24.6% | +5.7% |
| 1Y | +3.2% | +74.2% | -71.0% | -9.0% |
| All | +3.2% | +80.5% | -77.3% | -9.0% |
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