+5,062.8%
CRM vs GS
+1,324.1%
+3,738.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.2% | 0.0% |
| 7D | +2.0% | +5.9% | -3.9% | -0.8% |
| 30D | -7.7% | +4.3% | -12.0% | -9.7% |
| 3M | +8.4% | -11.7% | +20.0% | +14.0% |
| 6M | +31.9% | -3.2% | +35.1% | +30.7% |
| YTD | -17.2% | +5.8% | -23.0% | -22.5% |
| 1Y | -8.6% | +16.0% | -24.7% | -18.3% |
| 3Y | +3.1% | +199.8% | -196.6% | -43.2% |
| 5Y | -27.6% | +155.5% | -183.1% | -57.2% |
| 10Y | +197.6% | +452.7% | -255.1% | +11.9% |
| All | +5,062.8% | +1,324.1% | +3,738.6% | +646.3% |
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