+25.2%
GFS vs CRS
-7.1%
+32.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | +0.4% |
| 7D | +17.2% | +7.4% | +9.8% | +12.5% |
| 30D | -8.7% | -21.2% | +12.5% | +2.9% |
| 3M | -19.7% | -43.3% | +23.6% | +9.1% |
| 6M | -40.7% | -29.4% | -11.3% | -27.2% |
| YTD | +22.5% | -4.7% | +27.2% | +37.9% |
| 1Y | +25.2% | -9.6% | +34.8% | +41.6% |
| All | +25.2% | -7.1% | +32.3% | +41.6% |
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