+17.7%
GFS vs CRBG
+20.9%
-3.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.4% | -7.3% | -6.2% |
| 7D | -12.5% | +2.6% | -15.1% | -12.9% |
| 30D | -16.9% | +4.0% | -20.9% | -17.6% |
| 3M | -22.3% | +15.5% | -37.8% | -24.4% |
| 6M | -40.2% | +36.0% | -76.2% | -44.5% |
| YTD | +16.0% | +23.3% | -7.3% | +5.5% |
| 1Y | +17.7% | +19.9% | -2.3% | +8.2% |
| All | +17.7% | +20.9% | -3.3% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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