+59.9%
GD vs CRS
+354.4%
-294.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.6% | +4.1% | +1.7% |
| 7D | -1.9% | +0.2% | -2.1% | -2.0% |
| 30D | +10.9% | -22.9% | +33.8% | +13.2% |
| 3M | -6.8% | -46.8% | +40.1% | -1.2% |
| 6M | +7.0% | -30.4% | +37.4% | +9.9% |
| YTD | +11.1% | -5.4% | +16.5% | +9.5% |
| 1Y | +7.0% | -9.0% | +16.0% | +5.9% |
| 3Y | +59.9% | +352.2% | -292.2% | +36.2% |
| All | +59.9% | +354.4% | -294.5% | +36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling