+2,487.0%
GPN vs CRL
+1,056.4%
+1,430.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -0.9% |
| 7D | -4.6% | -3.5% | -1.0% | -3.5% |
| 30D | -0.3% | -2.1% | +1.9% | +0.3% |
| 3M | +35.4% | +48.0% | -12.5% | +18.5% |
| 6M | +21.7% | +64.7% | -43.1% | +1.6% |
| YTD | +14.9% | +39.5% | -24.6% | +0.7% |
| 1Y | +3.2% | +74.2% | -71.0% | -16.3% |
| 3Y | -27.1% | +39.4% | -66.5% | -39.9% |
| 5Y | -44.4% | -36.9% | -7.5% | -42.4% |
| 10Y | +27.0% | +253.3% | -226.3% | -25.6% |
| All | +2,487.0% | +1,056.4% | +1,430.6% | +1,043.5% |
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