+1,325.8%
CRWD vs GFI
+984.3%
+341.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -3.0% | -4.9% | +1.9% | -2.6% |
| 30D | -6.8% | +10.7% | -17.5% | -7.6% |
| 3M | +19.6% | +25.6% | -6.0% | +17.3% |
| 6M | +87.1% | -8.3% | +95.3% | +86.9% |
| YTD | +76.4% | +6.3% | +70.1% | +73.5% |
| 1Y | +90.8% | +22.1% | +68.7% | +84.9% |
| 3Y | +380.0% | +289.2% | +90.8% | +318.6% |
| 5Y | +215.6% | +531.7% | -316.0% | +161.8% |
| All | +1,325.8% | +984.3% | +341.5% | +1,064.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling