+46.0%
GFI vs CRL
+78.8%
-32.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -1.2% |
| 7D | +3.1% | -1.0% | +4.2% | +3.4% |
| 30D | +27.1% | +10.7% | +16.5% | +24.7% |
| 3M | +21.2% | +55.3% | -34.1% | +12.5% |
| 6M | -4.5% | +60.7% | -65.2% | -12.4% |
| YTD | +11.7% | +44.6% | -32.9% | +1.9% |
| 1Y | +46.0% | +77.7% | -31.7% | +31.5% |
| All | +46.0% | +78.8% | -32.8% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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