+942.5%
CRDO vs GFI
+296.4%
+646.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.7% | +1.5% |
| 7D | -4.5% | -2.7% | -1.8% | -4.0% |
| 30D | -39.2% | +13.2% | -52.5% | -40.7% |
| 3M | -38.5% | +28.5% | -66.9% | -41.8% |
| 6M | +40.6% | -6.2% | +46.8% | +40.2% |
| YTD | +13.2% | +8.7% | +4.5% | +10.5% |
| 1Y | +2.3% | +24.8% | -22.6% | -2.2% |
| 3Y | +942.5% | +298.0% | +644.5% | +824.9% |
| All | +942.5% | +296.4% | +646.1% | +824.9% |
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