-2.7%
GFS vs CRS
+1,498.4%
-1,501.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +1.0% |
| 7D | +2.6% | -3.1% | +5.7% | +3.8% |
| 30D | -16.4% | -19.6% | +3.2% | -9.6% |
| 3M | -41.6% | -8.1% | -33.5% | -39.6% |
| 6M | -3.7% | +18.6% | -22.2% | -8.7% |
| YTD | +29.3% | +45.9% | -16.6% | +14.4% |
| 1Y | +37.1% | +82.5% | -45.3% | +11.3% |
| 3Y | -22.1% | +648.9% | -671.0% | -60.1% |
| All | -2.7% | +1,498.4% | -1,501.1% | -58.5% |
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