+1,485.3%
CRWD vs GS
+458.8%
+1,026.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.4% | +1.8% | +1.0% |
| 7D | +5.8% | +5.1% | +0.7% | +3.5% |
| 30D | -12.0% | +2.4% | -14.4% | -12.8% |
| 3M | +3.6% | -11.5% | +15.1% | +9.2% |
| 6M | +68.3% | -2.5% | +70.9% | +69.8% |
| YTD | +96.2% | +5.5% | +90.7% | +89.7% |
| 1Y | +68.4% | +11.0% | +57.4% | +59.1% |
| 3Y | +368.4% | +200.1% | +168.3% | +194.7% |
| 5Y | +223.4% | +154.7% | +68.7% | +110.4% |
| All | +1,485.3% | +458.8% | +1,026.6% | +682.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling