+1,333.1%
CRWD vs GIS
-7.5%
+1,340.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.6% | +0.5% | -1.3% |
| 7D | +2.2% | -8.6% | +10.8% | +1.0% |
| 30D | -7.7% | -0.5% | -7.3% | -7.7% |
| 3M | +28.9% | +11.9% | +17.0% | +31.0% |
| 6M | +91.5% | -11.6% | +103.1% | +89.8% |
| YTD | +77.3% | -16.3% | +93.6% | +75.1% |
| 1Y | +96.3% | -21.8% | +118.0% | +92.7% |
| 3Y | +394.5% | -35.7% | +430.1% | +377.9% |
| 5Y | +213.5% | -22.9% | +236.3% | +183.7% |
| All | +1,333.1% | -7.5% | +1,340.6% | +1,043.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling