+177.4%
GD vs CRS
+967.2%
-789.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.7% | -7.5% | +0.3% |
| 7D | -3.0% | +4.9% | -8.0% | -4.1% |
| 30D | +9.3% | -20.8% | +30.1% | +13.7% |
| 3M | -7.2% | -46.4% | +39.2% | +4.6% |
| 6M | +5.5% | -28.6% | +34.0% | +11.2% |
| YTD | +9.5% | -2.8% | +12.3% | +6.8% |
| 1Y | +6.4% | -6.7% | +13.2% | +4.6% |
| 3Y | +59.8% | +368.0% | -308.2% | +2.5% |
| 5Y | +98.0% | +852.9% | -754.9% | +0.4% |
| 10Y | +177.4% | +905.1% | -727.7% | +30.1% |
| All | +177.4% | +967.2% | -789.8% | +30.1% |
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