+195.6%
CRWD vs GFS
-2.1%
+197.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.7% |
| 7D | +2.2% | +4.5% | -2.3% | +0.6% |
| 30D | -7.7% | -8.2% | +0.5% | -5.1% |
| 3M | +28.9% | -38.9% | +67.7% | +49.7% |
| 6M | +91.5% | -2.9% | +94.3% | +82.5% |
| YTD | +77.3% | +31.8% | +45.5% | +47.0% |
| 1Y | +96.3% | +43.1% | +53.1% | +56.4% |
| 3Y | +394.5% | -20.6% | +415.1% | +375.5% |
| All | +195.6% | -2.1% | +197.7% | +175.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling