+384.9%
CRWD vs GFS
-21.4%
+406.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.8% | +3.2% | -6.1% | -3.7% |
| 30D | -5.9% | -9.6% | +3.7% | -3.4% |
| 3M | +29.0% | -38.5% | +67.5% | +44.7% |
| 6M | +91.5% | -1.3% | +92.8% | +82.8% |
| YTD | +78.2% | +31.8% | +46.4% | +51.4% |
| 1Y | +96.6% | +44.6% | +52.1% | +60.7% |
| All | +384.9% | -21.4% | +406.3% | +380.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 3y: compounded portfolio wealth divided by compounded GFS 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…
3y analysis · Full analysis span regression · 6 months rolling