+53.9%
GD vs CRL
+86.4%
-32.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.8% | -8.5% | -1.5% |
| 7D | -5.0% | -6.1% | +1.1% | -4.4% |
| 30D | +8.9% | +12.4% | -3.5% | +7.4% |
| 3M | -8.0% | +27.1% | -35.2% | -10.7% |
| 6M | +2.9% | +85.7% | -82.8% | -4.6% |
| YTD | +7.1% | +69.2% | -62.1% | -0.1% |
| 1Y | +5.9% | +97.5% | -91.6% | -3.0% |
| 3Y | +53.9% | +86.1% | -32.2% | +40.4% |
| All | +53.9% | +86.4% | -32.6% | +40.4% |
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