+17.7%
GFS vs CRS
-3.8%
+21.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | -1.6% | -4.4% | -5.1% |
| 7D | -12.5% | +4.3% | -16.8% | -14.4% |
| 30D | -16.9% | -25.5% | +8.6% | -3.7% |
| 3M | -22.3% | -48.7% | +26.5% | +10.8% |
| 6M | -40.2% | -31.6% | -8.6% | -25.7% |
| YTD | +16.0% | -7.0% | +23.0% | +32.8% |
| 1Y | +17.7% | -4.5% | +22.2% | +34.0% |
| All | +17.7% | -3.8% | +21.5% | +34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 1y: compounded portfolio wealth divided by compounded CRS 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…
1y analysis · Full analysis span regression · 6 months rolling