-7.3%
GFS vs CRL
-20.9%
+13.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.9% | +6.4% | +5.8% |
| 7D | +6.2% | +5.0% | +1.2% | +4.4% |
| 30D | -11.4% | +13.5% | -24.9% | -15.3% |
| 3M | -15.5% | +21.5% | -37.0% | -21.5% |
| 6M | -42.6% | +103.4% | -146.1% | -57.1% |
| YTD | +23.2% | +71.8% | -48.6% | -2.8% |
| 1Y | +23.6% | +97.5% | -73.9% | -8.2% |
| 3Y | -17.2% | +99.2% | -116.5% | -43.3% |
| 5Y | -23.4% | -12.1% | -11.3% | -31.7% |
| All | -7.3% | -20.9% | +13.6% | -19.0% |
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