+1,323.2%
CRS vs GFI
+1,066.8%
+256.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.1% | -1.0% |
| 7D | -6.8% | -4.9% | -1.9% | -6.3% |
| 30D | -16.1% | +10.7% | -26.9% | -17.0% |
| 3M | -21.2% | +25.6% | -46.8% | -23.1% |
| 6M | +8.7% | -8.3% | +16.9% | +8.9% |
| YTD | +41.0% | +6.3% | +34.7% | +38.9% |
| 1Y | +82.7% | +22.1% | +60.6% | +77.3% |
| 3Y | +604.8% | +289.2% | +315.6% | +510.5% |
| 5Y | +1,384.7% | +531.7% | +853.0% | +1,122.2% |
| All | +1,323.2% | +1,066.8% | +256.4% | +1,178.1% |
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