+294.2%
GFI vs CRL
+36.0%
+258.2%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.9% | -0.9% | -2.7% |
| 7D | -5.1% | -6.9% | +1.8% | -4.5% |
| 30D | +13.4% | -3.2% | +16.6% | +13.8% |
| 3M | +36.2% | +46.5% | -10.3% | +32.8% |
| 6M | -9.8% | +63.1% | -72.9% | -12.8% |
| YTD | +7.7% | +36.9% | -29.2% | +4.6% |
| 1Y | +27.2% | +78.1% | -50.9% | +22.6% |
| All | +294.2% | +36.0% | +258.2% | +298.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling