+6.1%
GD vs CRL
+101.9%
-95.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | 0.0% |
| 7D | +0.6% | +5.0% | -4.4% | +0.1% |
| 30D | +9.5% | +13.5% | -4.1% | +7.9% |
| 3M | -5.8% | +21.5% | -27.4% | -7.9% |
| 6M | +7.7% | +103.4% | -95.7% | -1.7% |
| YTD | +11.1% | +71.8% | -60.7% | +2.6% |
| 1Y | +6.1% | +97.5% | -91.4% | -5.7% |
| All | +6.1% | +101.9% | -95.9% | -5.7% |
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