+199.6%
CRWD vs GTLB
-50.1%
+249.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.8% |
| 7D | -3.0% | -5.7% | +2.7% | -0.9% |
| 30D | -6.8% | +15.1% | -21.9% | -11.7% |
| 3M | +19.6% | +65.5% | -45.9% | -1.4% |
| 6M | +87.1% | +102.9% | -15.8% | +42.3% |
| YTD | +76.4% | +25.2% | +51.2% | +58.7% |
| 1Y | +90.8% | -5.5% | +96.3% | +87.0% |
| 3Y | +380.0% | -10.9% | +390.9% | +350.2% |
| All | +199.6% | -50.1% | +249.8% | +194.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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