+19,851.2%
GD vs CRS
+10,171.0%
+9,680.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.1% |
| 7D | -5.3% | -0.2% | -5.0% | -5.2% |
| 30D | -6.4% | -16.6% | +10.2% | -3.1% |
| 3M | +5.7% | -3.5% | +9.2% | +5.9% |
| 6M | -0.9% | +15.4% | -16.4% | -4.9% |
| YTD | +8.2% | +51.2% | -43.0% | -1.9% |
| 1Y | +13.4% | +98.3% | -84.9% | -3.3% |
| 3Y | +68.5% | +651.5% | -583.1% | +5.3% |
| 5Y | +97.2% | +1,411.1% | -1,314.0% | +2.6% |
| 10Y | +190.2% | +1,424.3% | -1,234.1% | +37.2% |
| All | +19,851.2% | +10,171.0% | +9,680.2% | +6,855.9% |
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