+4,959.4%
CRM vs GS
+1,314.2%
+3,645.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -3.9% | +1.6% | -5.5% | -4.8% |
| 30D | -6.8% | +1.7% | -8.5% | -7.8% |
| 3M | +8.3% | -11.6% | +19.9% | +13.9% |
| 6M | +17.9% | -1.9% | +19.8% | +16.0% |
| YTD | -18.9% | +5.1% | -23.9% | -23.8% |
| 1Y | -10.9% | +16.4% | -27.3% | -20.6% |
| 3Y | +1.8% | +199.0% | -197.1% | -43.8% |
| 5Y | -27.4% | +157.4% | -184.8% | -57.3% |
| 10Y | +195.5% | +457.2% | -261.8% | +10.6% |
| All | +4,959.4% | +1,314.2% | +3,645.2% | +633.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling