+13.4%
GD vs CRL
+78.8%
-65.4%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.6% |
| 7D | -5.3% | -1.0% | -4.2% | -5.1% |
| 30D | -6.4% | +10.7% | -17.1% | -7.7% |
| 3M | +5.7% | +55.3% | -49.6% | -0.9% |
| 6M | -0.9% | +60.7% | -61.6% | -7.8% |
| YTD | +8.2% | +44.6% | -36.5% | +2.0% |
| 1Y | +13.4% | +77.7% | -64.3% | +3.3% |
| All | +13.4% | +78.8% | -65.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling