+12.8%
CRM vs GS
+244.2%
-231.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -3.5% | +3.4% | -6.9% | -4.4% |
| 30D | +29.3% | +0.2% | +29.1% | +29.1% |
| 3M | +36.8% | -0.3% | +37.1% | +35.4% |
| 6M | +23.9% | +27.4% | -3.5% | +10.9% |
| YTD | -5.5% | +19.6% | -25.1% | -13.6% |
| 1Y | -0.4% | +42.5% | -42.9% | -16.1% |
| 3Y | +12.8% | +240.4% | -227.7% | -32.4% |
| All | +12.8% | +244.2% | -231.5% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling