+7.1%
CRM vs GS
+44.3%
-37.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.0% | -2.0% |
| 7D | +1.3% | +0.9% | +0.3% | +1.2% |
| 30D | +34.3% | -1.6% | +35.9% | +34.2% |
| 3M | +37.7% | -4.5% | +42.2% | +38.2% |
| 6M | +34.9% | +20.9% | +14.1% | +30.6% |
| YTD | -1.6% | +19.9% | -21.5% | -4.4% |
| 1Y | +7.1% | +41.4% | -34.3% | -1.5% |
| All | +7.1% | +44.3% | -37.2% | -1.5% |
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