+1,276.1%
CRDO vs GD
+89.6%
+1,186.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.4% | -5.0% | -4.7% |
| 7D | -2.4% | -3.2% | +0.8% | -1.1% |
| 30D | -35.3% | -9.6% | -25.7% | -32.6% |
| 3M | -32.6% | +4.3% | -36.9% | -33.9% |
| 6M | +42.7% | +0.5% | +42.2% | +41.5% |
| YTD | +11.4% | +6.6% | +4.8% | +6.6% |
| 1Y | -2.2% | +11.6% | -13.8% | -8.4% |
| 3Y | +912.1% | +72.6% | +839.5% | +640.0% |
| All | +1,276.1% | +89.6% | +1,186.4% | +884.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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