-18.4%
GFS vs CRBG
+117.3%
-135.7%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.7% | +1.6% |
| 7D | +3.8% | +0.6% | +3.3% | +3.6% |
| 30D | -11.7% | +2.6% | -14.3% | -12.7% |
| 3M | -41.8% | +24.0% | -65.8% | -47.4% |
| 6M | +6.6% | +50.5% | -43.9% | -12.0% |
| YTD | +34.6% | +17.1% | +17.5% | +22.9% |
| 1Y | +46.2% | +5.9% | +40.3% | +39.3% |
| 3Y | -20.3% | +122.7% | -143.1% | -44.5% |
| All | -18.4% | +117.3% | -135.7% | -40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling