+6,032.9%
CRM vs GD
+1,077.3%
+4,955.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.2% | -0.9% |
| 7D | +1.3% | -5.3% | +6.5% | +4.5% |
| 30D | +34.3% | -6.4% | +40.8% | +39.6% |
| 3M | +37.7% | +5.7% | +32.0% | +32.4% |
| 6M | +34.9% | -0.9% | +35.9% | +34.1% |
| YTD | -1.6% | +8.2% | -9.8% | -7.9% |
| 1Y | +7.1% | +13.4% | -6.3% | -2.8% |
| 3Y | +19.0% | +68.5% | -49.4% | -17.7% |
| 5Y | -1.3% | +97.2% | -98.4% | -38.8% |
| 10Y | +251.2% | +190.2% | +61.0% | +55.0% |
| All | +6,032.9% | +1,077.3% | +4,955.6% | +959.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling