+54.9%
GD vs CRL
+72.9%
-18.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.7% | -1.9% |
| 7D | -3.9% | -16.8% | +12.9% | -2.1% |
| 30D | +8.1% | +2.6% | +5.4% | +7.6% |
| 3M | -6.8% | +20.1% | -26.8% | -8.9% |
| 6M | +3.0% | +68.8% | -65.8% | -3.5% |
| YTD | +7.8% | +56.9% | -49.2% | +1.3% |
| 1Y | +5.8% | +86.7% | -80.9% | -2.5% |
| All | +54.9% | +72.9% | -18.0% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling