+1.8%
CRM vs GS
+201.0%
-199.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -3.9% | +1.6% | -5.5% | -4.4% |
| 30D | -6.8% | +1.7% | -8.5% | -7.4% |
| 3M | +8.3% | -11.6% | +19.9% | +11.5% |
| 6M | +17.9% | -1.9% | +19.8% | +15.5% |
| YTD | -18.9% | +5.1% | -23.9% | -23.4% |
| 1Y | -10.9% | +16.4% | -27.3% | -20.0% |
| 3Y | +1.8% | +199.0% | -197.1% | -36.0% |
| All | +1.8% | +201.0% | -199.1% | -36.0% |
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 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