+1,348.4%
CRWD vs GD
+147.5%
+1,200.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | -2.3% | -3.5% | +1.1% | -1.2% |
| 30D | -2.1% | -9.0% | +7.0% | +0.9% |
| 3M | +27.5% | +5.1% | +22.4% | +25.5% |
| 6M | +95.8% | -1.0% | +96.8% | +96.0% |
| YTD | +79.2% | +7.3% | +71.9% | +74.5% |
| 1Y | +96.3% | +12.4% | +83.8% | +88.4% |
| 3Y | +399.8% | +73.7% | +326.1% | +314.6% |
| 5Y | +216.7% | +93.8% | +123.0% | +159.1% |
| All | +1,348.4% | +147.5% | +1,200.9% | +953.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling