+40.6%
CRDO vs GIS
-11.8%
+52.4%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +2.0% | +1.3% |
| 7D | -4.5% | -6.4% | +1.9% | -11.3% |
| 30D | -39.2% | -6.1% | -33.1% | -42.6% |
| 3M | -38.5% | +7.8% | -46.3% | -30.2% |
| 6M | +40.6% | -8.8% | +49.4% | +58.2% |
| All | +40.6% | -11.8% | +52.4% | +58.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling