-12.3%
GFS vs CRL
-18.4%
+6.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +4.7% | +0.2% | +3.1% |
| 7D | -3.1% | +4.4% | -7.5% | -4.5% |
| 30D | -16.0% | +17.1% | -33.1% | -20.7% |
| 3M | -24.7% | +32.1% | -56.8% | -32.3% |
| 6M | -45.1% | +98.9% | -144.1% | -58.6% |
| YTD | +16.5% | +77.1% | -60.7% | -9.1% |
| 1Y | +19.3% | +110.3% | -90.9% | -13.5% |
| 3Y | -20.0% | +108.5% | -128.5% | -46.2% |
| 5Y | -32.0% | -7.9% | -24.2% | -39.8% |
| All | -12.3% | -18.4% | +6.1% | -24.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling