+371.6%
GH vs CRS
+612.2%
-240.6%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | -2.5% | -6.8% | +4.3% | 0.0% |
| 30D | -4.7% | -16.1% | +11.4% | +1.4% |
| 3M | +20.2% | -21.2% | +41.4% | +30.3% |
| 6M | +78.8% | +8.7% | +70.1% | +70.3% |
| YTD | +54.1% | +41.0% | +13.1% | +31.4% |
| 1Y | +177.1% | +82.7% | +94.4% | +107.2% |
| 3Y | +371.6% | +604.8% | -233.2% | +91.4% |
| All | +371.6% | +612.2% | -240.6% | +91.4% |
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 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