+225.5%
CRWD vs GH
+20.8%
+204.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.7% |
| 7D | -3.0% | -2.5% | -0.5% | -2.3% |
| 30D | -6.8% | -4.7% | -2.1% | -5.8% |
| 3M | +19.6% | +20.2% | -0.6% | +12.0% |
| 6M | +87.1% | +78.8% | +8.3% | +53.8% |
| YTD | +76.4% | +54.1% | +22.3% | +51.5% |
| 1Y | +90.8% | +177.1% | -86.3% | +34.1% |
| 3Y | +380.0% | +371.6% | +8.4% | +156.6% |
| All | +225.5% | +20.8% | +204.7% | +129.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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