-12.1%
GFS vs CRL
-20.2%
+8.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.1% |
| 7D | -5.3% | -1.7% | -3.6% | -4.6% |
| 30D | -15.8% | +14.6% | -30.4% | -19.8% |
| 3M | -18.6% | +24.8% | -43.5% | -25.2% |
| 6M | -45.0% | +94.7% | -139.7% | -58.2% |
| YTD | +16.8% | +73.4% | -56.6% | -8.1% |
| 1Y | +17.8% | +104.7% | -86.9% | -13.8% |
| 3Y | -21.5% | +101.1% | -122.6% | -46.4% |
| 5Y | -29.3% | -10.8% | -18.6% | -37.1% |
| All | -12.1% | -20.2% | +8.1% | -23.4% |
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