-7.8%
GFS vs CRS
+944.7%
-952.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.1% |
| 7D | +17.2% | +7.4% | +9.8% | +14.1% |
| 30D | -8.7% | -21.2% | +12.5% | -1.0% |
| 3M | -19.7% | -43.3% | +23.6% | -1.9% |
| 6M | -40.7% | -29.4% | -11.3% | -32.6% |
| YTD | +22.5% | -4.7% | +27.2% | +25.8% |
| 1Y | +25.2% | -9.6% | +34.8% | +30.5% |
| 3Y | -17.7% | +355.5% | -373.1% | -49.8% |
| 5Y | -23.5% | +826.6% | -850.1% | -62.0% |
| All | -7.8% | +944.7% | -952.5% | -54.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling