-21.5%
GFS vs CRL
+102.9%
-124.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +1.0% |
| 7D | -5.3% | -1.7% | -3.6% | -4.7% |
| 30D | -15.8% | +14.6% | -30.4% | -19.1% |
| 3M | -18.6% | +24.8% | -43.5% | -24.1% |
| 6M | -45.0% | +94.7% | -139.7% | -56.3% |
| YTD | +16.8% | +73.4% | -56.6% | -4.3% |
| 1Y | +17.8% | +104.7% | -86.9% | -9.6% |
| 3Y | -21.5% | +101.1% | -122.6% | -49.0% |
| All | -21.5% | +102.9% | -124.4% | -49.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling