+122.7%
CRBG vs GFI
+296.4%
-173.7%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.5% | +1.4% |
| 7D | +0.6% | -2.7% | +3.3% | +0.6% |
| 30D | +2.6% | +13.2% | -10.6% | +2.4% |
| 3M | +24.0% | +28.5% | -4.5% | +23.2% |
| 6M | +50.5% | -6.2% | +56.7% | +49.3% |
| YTD | +17.1% | +8.7% | +8.4% | +16.6% |
| 1Y | +5.9% | +24.8% | -19.0% | +5.7% |
| 3Y | +122.7% | +298.0% | -175.3% | +122.9% |
| All | +122.7% | +296.4% | -173.7% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 3y: compounded portfolio wealth divided by compounded GFI 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…
3y analysis · Full analysis span regression · 6 months rolling