+100.5%
GD vs CRS
+800.5%
-700.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.7% | +2.8% | +0.5% |
| 7D | +2.7% | +4.8% | -2.1% | +2.0% |
| 30D | +8.6% | -23.2% | +31.8% | +11.7% |
| 3M | -7.1% | -45.5% | +38.4% | +0.1% |
| 6M | +7.5% | -33.1% | +40.6% | +12.0% |
| YTD | +9.9% | -7.2% | +17.1% | +8.6% |
| 1Y | +7.6% | -10.0% | +17.6% | +6.6% |
| 3Y | +56.2% | +332.3% | -276.1% | +17.5% |
| All | +100.5% | +800.5% | -700.0% | +29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling