+2,225.3%
GD vs CRL
+1,573.3%
+652.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -7.3% | +4.7% | -1.1% |
| 7D | +3.0% | -12.8% | +15.7% | +5.7% |
| 30D | +10.5% | +5.0% | +5.5% | +9.1% |
| 3M | -5.0% | +39.4% | -44.3% | -11.8% |
| 6M | +5.5% | +89.4% | -83.9% | -8.7% |
| YTD | +10.3% | +63.6% | -53.2% | -2.3% |
| 1Y | +8.2% | +83.5% | -75.3% | -6.7% |
| 3Y | +59.0% | +79.4% | -20.3% | +31.8% |
| 5Y | +104.3% | -14.0% | +118.2% | +93.6% |
| 10Y | +202.4% | +378.5% | -176.1% | +87.6% |
| All | +2,225.3% | +1,573.3% | +652.0% | +1,154.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling