+188.5%
GD vs CRS
+908.2%
-719.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -5.0% | -1.7% | -3.3% | -4.6% |
| 30D | +8.9% | -28.8% | +37.7% | +16.0% |
| 3M | -8.0% | -50.0% | +42.0% | +5.3% |
| 6M | +2.9% | -39.2% | +42.1% | +12.3% |
| YTD | +7.1% | -11.4% | +18.5% | +6.5% |
| 1Y | +5.9% | -11.7% | +17.6% | +5.3% |
| 3Y | +53.9% | +319.6% | -265.8% | +0.8% |
| 5Y | +95.4% | +794.8% | -699.3% | -0.2% |
| All | +188.5% | +908.2% | -719.6% | +28.4% |
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