+2,449.8%
GPN vs CRS
+4,542.5%
-2,092.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -6.2% | -0.5% | -5.7% | -6.1% |
| 30D | +1.0% | -18.1% | +19.1% | +6.3% |
| 3M | +36.9% | -12.4% | +49.3% | +40.5% |
| 6M | +16.8% | +15.9% | +0.9% | +10.3% |
| YTD | +13.2% | +45.8% | -32.6% | -0.4% |
| 1Y | +1.4% | +87.8% | -86.3% | -17.9% |
| 3Y | -28.6% | +648.7% | -677.4% | -62.5% |
| 5Y | -47.0% | +1,416.6% | -1,463.6% | -77.9% |
| 10Y | +25.2% | +1,412.7% | -1,387.5% | -54.0% |
| All | +2,449.8% | +4,542.5% | -2,092.7% | +455.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling