-12.3%
GFS vs CRS
+964.9%
-977.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.7% | -4.8% | +1.3% |
| 7D | -3.1% | +4.9% | -8.1% | -4.7% |
| 30D | -16.0% | -20.8% | +4.8% | -9.1% |
| 3M | -24.7% | -46.4% | +21.7% | -6.2% |
| 6M | -45.1% | -28.6% | -16.6% | -37.9% |
| YTD | +16.5% | -2.8% | +19.3% | +18.7% |
| 1Y | +19.3% | -6.7% | +26.1% | +22.9% |
| 3Y | -20.0% | +368.0% | -388.0% | -51.6% |
| 5Y | -32.0% | +852.9% | -884.9% | -66.4% |
| All | -12.3% | +964.9% | -977.2% | -56.9% |
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