+91.5%
CRWD vs GIS
-13.1%
+104.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.4% |
| 7D | +2.2% | -8.6% | +10.8% | +0.2% |
| 30D | -7.7% | -0.5% | -7.3% | -7.4% |
| 3M | +28.9% | +11.9% | +17.0% | +33.9% |
| 6M | +91.5% | -11.6% | +103.1% | +93.9% |
| All | +91.5% | -13.1% | +104.6% | +93.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling