+177.1%
GH vs CRS
+79.6%
+97.5%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -2.5% | -6.8% | +4.3% | -1.3% |
| 30D | -4.7% | -16.1% | +11.4% | -1.9% |
| 3M | +20.2% | -21.2% | +41.4% | +25.0% |
| 6M | +78.8% | +8.7% | +70.1% | +76.9% |
| YTD | +54.1% | +41.0% | +13.1% | +50.2% |
| 1Y | +177.1% | +82.7% | +94.4% | +166.2% |
| All | +177.1% | +79.6% | +97.5% | +166.2% |
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