-34.7%
GFS vs CRS
+772.4%
-807.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -0.2% | +6.4% | +6.3% |
| 7D | -7.8% | -1.7% | -6.1% | -7.1% |
| 30D | -19.7% | -28.8% | +9.2% | -9.4% |
| 3M | -23.1% | -50.0% | +26.9% | -1.5% |
| 6M | -46.4% | -39.2% | -7.2% | -35.7% |
| YTD | +11.0% | -11.4% | +22.5% | +17.2% |
| 1Y | +12.6% | -11.7% | +24.3% | +18.6% |
| 3Y | -24.9% | +319.6% | -344.6% | -53.2% |
| All | -34.7% | +772.4% | -807.1% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling