+11.7%
GD vs CRS
+83.0%
-71.3%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | -3.1% | -0.5% | -2.6% | -3.1% |
| 30D | -10.9% | -18.1% | +7.2% | -9.3% |
| 3M | +2.5% | -12.4% | +14.9% | +3.4% |
| 6M | -1.7% | +15.9% | -17.6% | -4.2% |
| YTD | +6.1% | +45.8% | -39.7% | +0.2% |
| 1Y | +11.7% | +87.8% | -76.1% | +3.3% |
| All | +11.7% | +83.0% | -71.3% | +3.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling