+232.4%
CRM vs GS
+650.9%
-418.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | -0.1% |
| 7D | -8.1% | -1.7% | -6.4% | -7.4% |
| 30D | +23.1% | -0.9% | +24.0% | +23.4% |
| 3M | +42.5% | +2.3% | +40.2% | +38.9% |
| 6M | +25.3% | +23.4% | +1.9% | +11.2% |
| YTD | -7.8% | +17.7% | -25.5% | -16.9% |
| 1Y | +1.0% | +35.1% | -34.1% | -14.8% |
| 3Y | +10.0% | +234.9% | -224.9% | -40.9% |
| 5Y | -3.9% | +185.3% | -189.2% | -45.2% |
| All | +232.4% | +650.9% | -418.5% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling