+1,438.8%
GIS vs CRS
+9,806.3%
-8,367.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -8.6% | -0.5% | -8.1% | -8.6% |
| 30D | -0.5% | -18.1% | +17.6% | +0.8% |
| 3M | +11.9% | -12.4% | +24.3% | +12.6% |
| 6M | -11.6% | +15.9% | -27.5% | -12.9% |
| YTD | -16.3% | +45.8% | -62.2% | -18.9% |
| 1Y | -21.8% | +87.8% | -109.5% | -25.8% |
| 3Y | -35.7% | +648.7% | -684.4% | -45.9% |
| 5Y | -22.9% | +1,416.6% | -1,439.5% | -39.8% |
| 10Y | -16.8% | +1,412.7% | -1,429.5% | -38.8% |
| All | +1,438.8% | +9,806.3% | -8,367.5% | +654.8% |
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 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