+216.1%
CRWD vs GD
+97.9%
+118.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | -0.1% |
| 7D | -2.4% | -5.3% | +2.8% | -0.2% |
| 30D | +1.5% | -6.4% | +8.0% | +4.5% |
| 3M | +18.5% | +5.7% | +12.8% | +15.6% |
| 6M | +109.1% | -0.9% | +110.0% | +109.4% |
| YTD | +81.8% | +8.2% | +73.7% | +74.4% |
| 1Y | +106.7% | +13.4% | +93.2% | +93.8% |
| 3Y | +428.7% | +68.5% | +360.2% | +293.3% |
| All | +216.1% | +97.9% | +118.2% | +129.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling