+399.9%
GH vs CRS
+776.7%
-376.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.3% | +0.7% |
| 7D | -2.1% | -3.1% | +1.0% | -1.3% |
| 30D | -4.5% | -19.6% | +15.2% | +1.2% |
| 3M | +28.9% | -8.1% | +37.0% | +31.2% |
| 6M | +76.5% | +18.6% | +58.0% | +66.8% |
| YTD | +57.6% | +45.9% | +11.7% | +39.9% |
| 1Y | +167.5% | +82.5% | +85.1% | +120.5% |
| 3Y | +377.4% | +648.9% | -271.5% | +171.0% |
| 5Y | +23.8% | +1,438.1% | -1,414.3% | -41.2% |
| All | +399.9% | +776.7% | -376.8% | +167.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling