-10.0%
CRM vs GS
+21.8%
-31.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.6% | -1.4% | +2.4% |
| 7D | -6.2% | +0.3% | -6.5% | -6.2% |
| 30D | -1.2% | +3.9% | -5.0% | -1.0% |
| 3M | +19.1% | -11.4% | +30.6% | +18.3% |
| 6M | +23.0% | +3.7% | +19.3% | +20.3% |
| YTD | -13.7% | +7.1% | -20.8% | -15.4% |
| 1Y | -10.0% | +19.7% | -29.6% | -16.3% |
| All | -10.0% | +21.8% | -31.8% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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