+502.4%
GFI vs CRL
-37.1%
+539.6%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -1.5% |
| 7D | -4.9% | -3.5% | -1.3% | -4.4% |
| 30D | +10.7% | -2.1% | +12.9% | +11.1% |
| 3M | +25.6% | +48.0% | -22.3% | +20.5% |
| 6M | -8.3% | +64.7% | -73.0% | -13.2% |
| YTD | +6.3% | +39.5% | -33.2% | +1.9% |
| 1Y | +22.1% | +74.2% | -52.1% | +14.5% |
| 3Y | +289.2% | +39.4% | +249.8% | +274.1% |
| All | +502.4% | -37.1% | +539.6% | +494.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling