-34.7%
GFS vs CRL
-10.4%
-24.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +7.8% | -1.6% | +3.2% |
| 7D | -7.8% | -6.1% | -1.7% | -5.6% |
| 30D | -19.7% | +12.4% | -32.1% | -23.1% |
| 3M | -23.1% | +27.1% | -50.2% | -30.1% |
| 6M | -46.4% | +85.7% | -132.1% | -58.9% |
| YTD | +11.0% | +69.2% | -58.2% | -12.7% |
| 1Y | +12.6% | +97.5% | -84.9% | -17.4% |
| 3Y | -24.9% | +86.1% | -111.0% | -47.8% |
| All | -34.7% | -10.4% | -24.3% | -32.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling