+21.7%
GPN vs CRS
-3.8%
+25.5%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.4% | -2.0% |
| 7D | +15.0% | +4.3% | +10.7% | +15.0% |
| 30D | +16.9% | -25.5% | +42.4% | +16.5% |
| 3M | +9.2% | -48.7% | +57.9% | +8.9% |
| 6M | +34.7% | -31.6% | +66.4% | +31.7% |
| YTD | +25.4% | -7.0% | +32.4% | +25.3% |
| 1Y | +21.7% | -4.5% | +26.2% | +21.2% |
| All | +21.7% | -3.8% | +25.5% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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