+174.0%
GD vs CRL
+353.6%
-179.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +1.9% |
| 7D | -1.9% | -1.7% | -0.2% | -1.7% |
| 30D | +10.9% | +14.6% | -3.7% | +7.6% |
| 3M | -6.8% | +24.8% | -31.6% | -11.4% |
| 6M | +7.0% | +94.7% | -87.7% | -7.7% |
| YTD | +11.1% | +73.4% | -62.2% | -2.7% |
| 1Y | +7.0% | +104.7% | -97.6% | -9.6% |
| 3Y | +59.9% | +101.1% | -41.1% | +28.8% |
| 5Y | +102.5% | -10.8% | +113.2% | +99.6% |
| 10Y | +174.0% | +358.8% | -184.8% | +54.0% |
| All | +174.0% | +353.6% | -179.6% | +54.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling