-16.9%
CRDO vs GIS
-17.8%
+0.9%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.5% | +5.2% | -14.7% | -3.8% |
| 7D | -21.4% | +8.5% | -29.9% | -13.2% |
| 30D | -35.8% | +15.3% | -51.1% | -23.3% |
| 3M | -42.6% | +0.9% | -43.6% | -39.3% |
| 6M | -24.2% | +7.9% | -32.1% | -11.4% |
| YTD | -5.1% | -17.6% | +12.4% | -14.7% |
| 1Y | -16.9% | -17.4% | +0.5% | -23.1% |
| All | -16.9% | -17.8% | +0.9% | -23.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling