+170.6%
GD vs CRS
+882.2%
-711.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.6% |
| 7D | +0.6% | +4.4% | -3.7% | -0.3% |
| 30D | +9.5% | -19.1% | +28.6% | +13.4% |
| 3M | -5.8% | -43.2% | +37.4% | +4.8% |
| 6M | +7.7% | -28.9% | +36.6% | +13.6% |
| YTD | +11.1% | -3.0% | +14.0% | +8.4% |
| 1Y | +6.1% | -5.3% | +11.4% | +3.9% |
| 3Y | +59.8% | +363.5% | -303.7% | +2.8% |
| 5Y | +104.6% | +858.2% | -753.6% | +3.7% |
| 10Y | +170.6% | +862.9% | -692.4% | +26.8% |
| All | +170.6% | +882.2% | -711.7% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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