+23.2%
GH vs CRS
+1,358.7%
-1,335.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.5% |
| 7D | -1.2% | -4.1% | +2.9% | +0.2% |
| 30D | -3.7% | -16.6% | +12.9% | +2.5% |
| 3M | +21.7% | -14.3% | +35.9% | +27.6% |
| 6M | +75.7% | +11.6% | +64.2% | +66.2% |
| YTD | +55.7% | +42.6% | +13.1% | +33.2% |
| 1Y | +181.1% | +81.8% | +99.3% | +114.9% |
| 3Y | +371.6% | +632.1% | -260.4% | +108.1% |
| 5Y | +23.2% | +1,401.6% | -1,378.4% | -56.8% |
| All | +23.2% | +1,358.7% | -1,335.5% | -56.8% |
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 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