-8.6%
CRM vs GS
+12.2%
-20.8%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | +0.1% |
| 7D | +2.0% | +5.9% | -3.9% | +2.2% |
| 30D | -7.7% | +4.3% | -12.0% | -7.4% |
| 3M | +8.4% | -11.7% | +20.0% | +7.3% |
| 6M | +31.9% | -3.2% | +35.1% | +29.9% |
| YTD | -17.2% | +5.8% | -23.0% | -17.6% |
| 1Y | -8.6% | +16.0% | -24.7% | -11.3% |
| All | -8.6% | +12.2% | -20.8% | -11.3% |
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