+225.5%
CRWD vs GIS
-25.1%
+250.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.1% |
| 7D | -3.0% | -6.4% | +3.4% | -5.1% |
| 30D | -6.8% | -6.1% | -0.7% | -8.5% |
| 3M | +19.6% | +7.8% | +11.7% | +23.6% |
| 6M | +87.1% | -8.8% | +95.9% | +82.9% |
| YTD | +76.4% | -19.1% | +95.5% | +65.9% |
| 1Y | +90.8% | -24.8% | +115.6% | +75.4% |
| 3Y | +380.0% | -37.6% | +417.5% | +319.6% |
| All | +225.5% | -25.1% | +250.6% | +177.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling