+80.6%
CRWD vs GIS
-17.8%
+98.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.2% | -6.7% | -0.2% |
| 7D | -9.6% | +8.5% | -18.1% | -7.7% |
| 30D | -11.6% | +15.3% | -26.9% | -8.6% |
| 3M | +14.1% | +0.9% | +13.2% | +15.4% |
| 6M | +105.4% | +7.9% | +97.5% | +113.6% |
| YTD | +105.6% | -17.6% | +123.2% | +97.9% |
| 1Y | +80.6% | -17.4% | +97.9% | +75.3% |
| All | +80.6% | -17.8% | +98.3% | +75.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling