-43.8%
GPN vs CRS
+1,363.4%
-1,407.2%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | 0.0% |
| 7D | -4.6% | -6.8% | +2.2% | -3.1% |
| 30D | -0.3% | -16.1% | +15.9% | +3.6% |
| 3M | +35.4% | -21.2% | +56.6% | +41.8% |
| 6M | +21.7% | +8.7% | +13.0% | +17.0% |
| YTD | +14.9% | +41.0% | -26.1% | +2.6% |
| 1Y | +3.2% | +82.7% | -79.5% | -15.2% |
| 3Y | -27.1% | +604.8% | -631.9% | -61.9% |
| All | -43.8% | +1,363.4% | -1,407.2% | -78.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling