+1,298.7%
CRDO vs GFS
-4.0%
+1,302.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.2% | -0.5% | +0.3% |
| 7D | -4.5% | +3.8% | -8.3% | -6.7% |
| 30D | -39.2% | -11.7% | -27.5% | -34.3% |
| 3M | -38.5% | -41.8% | +3.3% | -13.4% |
| 6M | +40.6% | +6.6% | +33.9% | +39.2% |
| YTD | +13.2% | +34.6% | -21.4% | -5.0% |
| 1Y | +2.3% | +46.2% | -43.9% | -18.2% |
| 3Y | +942.5% | -20.3% | +962.9% | +1,022.0% |
| All | +1,298.7% | -4.0% | +1,302.8% | +1,303.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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