+25.7%
GPN vs CRS
+1,392.1%
-1,366.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | +0.3% |
| 7D | -4.3% | -6.8% | +2.4% | -2.5% |
| 30D | 0.0% | -16.1% | +16.1% | +4.8% |
| 3M | +35.8% | -21.2% | +57.0% | +43.7% |
| 6M | +22.0% | +8.7% | +13.3% | +16.8% |
| YTD | +15.2% | +41.0% | -25.8% | +1.2% |
| 1Y | +3.5% | +82.7% | -79.2% | -17.1% |
| 3Y | -26.9% | +604.8% | -631.7% | -63.6% |
| 5Y | -44.2% | +1,384.7% | -1,428.9% | -79.2% |
| All | +25.7% | +1,392.1% | -1,366.4% | -59.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling