+1,340.4%
CRWD vs GM
+156.1%
+1,184.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.3% |
| 7D | -2.8% | -1.1% | -1.8% | -2.6% |
| 30D | -5.9% | -3.4% | -2.5% | -5.0% |
| 3M | +29.0% | +8.7% | +20.3% | +25.4% |
| 6M | +91.5% | +15.4% | +76.0% | +81.6% |
| YTD | +78.2% | +6.6% | +71.6% | +72.6% |
| 1Y | +96.6% | +51.5% | +45.1% | +69.7% |
| 3Y | +397.0% | +169.3% | +227.7% | +244.9% |
| 5Y | +218.9% | +81.6% | +137.3% | +140.3% |
| All | +1,340.4% | +156.1% | +1,184.4% | +825.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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