-20.1%
GFS vs CRS
+343.5%
-363.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.7% | 0.0% | -1.6% |
| 7D | +7.4% | +4.8% | +2.6% | +5.3% |
| 30D | -15.3% | -23.2% | +7.9% | -6.4% |
| 3M | -21.1% | -45.5% | +24.4% | -0.2% |
| 6M | -44.5% | -33.1% | -11.4% | -34.7% |
| YTD | +19.2% | -7.2% | +26.4% | +25.2% |
| 1Y | +27.2% | -10.0% | +37.3% | +34.6% |
| 3Y | -20.1% | +332.3% | -352.5% | -42.8% |
| All | -20.1% | +343.5% | -363.6% | -42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling