+5,793.7%
CRM vs GS
+1,510.5%
+4,283.2%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.2% | -3.7% | -3.8% |
| 7D | -3.5% | +3.4% | -6.9% | -5.0% |
| 30D | +29.3% | +0.2% | +29.1% | +28.9% |
| 3M | +36.8% | -0.3% | +37.1% | +34.8% |
| 6M | +23.9% | +27.4% | -3.5% | +7.5% |
| YTD | -5.5% | +19.6% | -25.1% | -16.0% |
| 1Y | -0.4% | +42.5% | -42.9% | -18.9% |
| 3Y | +12.8% | +240.4% | -227.7% | -41.3% |
| 5Y | -3.5% | +188.9% | -192.4% | -46.0% |
| 10Y | +238.4% | +642.6% | -404.1% | +10.6% |
| All | +5,793.7% | +1,510.5% | +4,283.2% | +708.8% |
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