+1,348.4%
CRWD vs GS
+533.9%
+814.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.4% |
| 7D | -2.3% | +3.4% | -5.7% | -3.8% |
| 30D | -2.1% | +0.2% | -2.2% | -2.1% |
| 3M | +27.5% | -0.3% | +27.8% | +27.6% |
| 6M | +95.8% | +27.4% | +68.5% | +75.3% |
| YTD | +79.2% | +19.6% | +59.6% | +64.4% |
| 1Y | +96.3% | +42.5% | +53.8% | +66.3% |
| 3Y | +399.8% | +240.4% | +159.3% | +198.0% |
| 5Y | +216.7% | +188.9% | +27.8% | +95.2% |
| All | +1,348.4% | +533.9% | +814.5% | +577.8% |
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 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