-10.1%
CRM vs GD
+7.0%
-17.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -4.0% | +0.6% | -4.7% | -4.1% |
| 30D | -6.8% | +9.5% | -16.3% | -7.7% |
| 3M | +10.6% | -5.8% | +16.4% | +11.0% |
| 6M | +23.4% | +7.7% | +15.6% | +22.0% |
| YTD | -17.1% | +11.1% | -28.2% | -17.3% |
| 1Y | -10.1% | +6.1% | -16.2% | -8.6% |
| All | -10.1% | +7.0% | -17.1% | -8.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling