-0.8%
GFS vs CRS
+1,498.0%
-1,498.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.5% | -0.5% | +5.0% | +4.7% |
| 30D | -8.2% | -18.1% | +9.9% | -1.4% |
| 3M | -38.9% | -12.4% | -26.4% | -35.7% |
| 6M | -2.9% | +15.9% | -18.8% | -7.3% |
| YTD | +31.8% | +45.8% | -14.1% | +16.6% |
| 1Y | +43.1% | +87.8% | -44.6% | +15.1% |
| 3Y | -20.6% | +648.7% | -669.4% | -59.3% |
| All | -0.8% | +1,498.0% | -1,498.8% | -57.7% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling