-0.8%
CRM vs GH
+20.8%
-21.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +3.0% | +2.1% |
| 7D | -4.4% | -2.5% | -1.9% | -4.1% |
| 30D | +28.1% | -4.7% | +32.8% | +28.9% |
| 3M | +48.8% | +20.2% | +28.6% | +43.3% |
| 6M | +28.3% | +78.8% | -50.5% | +14.3% |
| YTD | -6.0% | +54.1% | -60.1% | -14.3% |
| 1Y | +1.4% | +177.1% | -175.6% | -17.7% |
| 3Y | +11.8% | +371.6% | -359.8% | -22.6% |
| All | -0.8% | +20.8% | -21.6% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 5y: compounded portfolio wealth divided by compounded GH 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…
5y analysis · Full analysis span regression · 6 months rolling