+188.5%
GD vs CRL
+386.8%
-198.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.5% | -2.2% |
| 7D | -5.0% | -6.1% | +1.1% | -3.9% |
| 30D | +8.9% | +12.4% | -3.5% | +6.0% |
| 3M | -8.0% | +27.1% | -35.2% | -12.9% |
| 6M | +2.9% | +85.7% | -82.8% | -10.5% |
| YTD | +7.1% | +69.2% | -62.1% | -5.8% |
| 1Y | +5.9% | +97.5% | -91.6% | -10.0% |
| 3Y | +53.9% | +86.1% | -32.2% | +26.1% |
| 5Y | +95.4% | -10.0% | +105.5% | +91.3% |
| All | +188.5% | +386.8% | -198.2% | +48.8% |
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