-4.7%
CRM vs GS
+187.0%
-191.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.7% |
| 7D | -5.0% | +2.4% | -7.4% | -5.9% |
| 30D | +23.6% | -0.1% | +23.7% | +23.5% |
| 3M | +39.6% | +0.2% | +39.4% | +37.2% |
| 6M | +23.4% | +24.8% | -1.4% | +7.7% |
| YTD | -7.4% | +18.8% | -26.1% | -17.7% |
| 1Y | -2.3% | +37.3% | -39.6% | -20.1% |
| 3Y | +10.5% | +237.9% | -227.4% | -48.7% |
| 5Y | -4.7% | +187.0% | -191.8% | -54.9% |
| All | -4.7% | +187.0% | -191.7% | -54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling