+388.8%
GH vs CRS
+747.3%
-358.6%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.7% |
| 7D | -2.5% | -6.8% | +4.3% | -0.6% |
| 30D | -4.7% | -16.1% | +11.4% | -0.2% |
| 3M | +20.2% | -21.2% | +41.4% | +27.7% |
| 6M | +78.8% | +8.7% | +70.1% | +73.0% |
| YTD | +54.1% | +41.0% | +13.1% | +38.0% |
| 1Y | +177.1% | +82.7% | +94.4% | +128.3% |
| 3Y | +371.6% | +604.8% | -233.2% | +171.9% |
| 5Y | +21.9% | +1,384.7% | -1,362.8% | -41.6% |
| All | +388.8% | +747.3% | -358.6% | +164.4% |
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