+19,778.3%
GD vs CRS
+5,929.3%
+13,849.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.2% | -1.5% |
| 7D | -3.9% | -6.6% | +2.7% | -2.7% |
| 30D | +8.1% | -29.5% | +37.6% | +14.9% |
| 3M | -6.8% | -51.1% | +44.3% | +6.2% |
| 6M | +3.0% | -37.3% | +40.3% | +11.1% |
| YTD | +7.8% | -11.2% | +19.0% | +7.6% |
| 1Y | +5.8% | -11.5% | +17.3% | +5.5% |
| 3Y | +55.3% | +324.4% | -269.1% | +8.0% |
| 5Y | +96.7% | +796.6% | -699.9% | +12.6% |
| 10Y | +195.4% | +929.0% | -733.6% | +50.6% |
| All | +19,778.3% | +5,929.3% | +13,849.0% | +7,528.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling