-10.3%
GFS vs CRL
-22.0%
+11.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.8% | -1.9% | -2.4% |
| 7D | +7.4% | +0.1% | +7.2% | +7.3% |
| 30D | -15.3% | +11.9% | -27.2% | -18.6% |
| 3M | -21.1% | +20.2% | -41.3% | -26.5% |
| 6M | -44.5% | +107.5% | -152.0% | -58.8% |
| YTD | +19.2% | +69.4% | -50.2% | -5.4% |
| 1Y | +27.2% | +99.7% | -72.5% | -6.0% |
| 3Y | -20.1% | +98.8% | -118.9% | -45.3% |
| 5Y | -25.6% | -12.4% | -13.2% | -33.2% |
| All | -10.3% | -22.0% | +11.7% | -21.2% |
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