+238.9%
CRM vs GFI
+1,066.8%
-827.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.0% |
| 7D | -4.4% | -4.9% | +0.4% | -4.3% |
| 30D | +28.1% | +10.7% | +17.4% | +27.7% |
| 3M | +48.8% | +25.6% | +23.2% | +47.5% |
| 6M | +28.3% | -8.3% | +36.5% | +28.3% |
| YTD | -6.0% | +6.3% | -12.3% | -6.7% |
| 1Y | +1.4% | +22.1% | -20.6% | -0.1% |
| 3Y | +11.8% | +289.2% | -277.3% | +3.5% |
| 5Y | -2.0% | +531.7% | -533.7% | -11.8% |
| All | +238.9% | +1,066.8% | -827.9% | +218.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 10y: compounded portfolio wealth divided by compounded GFI 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…
10y analysis · Full analysis span regression · 6 months rolling