+2,380.3%
GFI vs CRL
+1,339.8%
+1,040.5%
-89.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.7% | +2.2% | -0.1% |
| 7D | +5.7% | -0.6% | +6.2% | +5.7% |
| 30D | +15.6% | +5.0% | +10.6% | +15.0% |
| 3M | +31.5% | +50.6% | -19.1% | +25.2% |
| 6M | -3.7% | +60.9% | -64.6% | -9.3% |
| YTD | +11.2% | +40.7% | -29.5% | +6.2% |
| 1Y | +36.4% | +73.3% | -36.9% | +26.8% |
| 3Y | +313.5% | +40.6% | +273.0% | +285.7% |
| 5Y | +528.0% | -37.0% | +565.0% | +535.7% |
| 10Y | +1,021.4% | +244.3% | +777.2% | +801.9% |
| All | +2,380.3% | +1,339.8% | +1,040.5% | +1,506.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling