+96.3%
CRWD vs GS
+42.9%
+53.3%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -2.3% | +3.4% | -5.7% | -3.9% |
| 30D | -2.1% | +0.2% | -2.2% | -2.2% |
| 3M | +27.5% | -0.3% | +27.8% | +27.2% |
| 6M | +95.8% | +27.4% | +68.5% | +77.8% |
| YTD | +79.2% | +19.6% | +59.6% | +66.7% |
| 1Y | +96.3% | +42.5% | +53.8% | +65.5% |
| All | +96.3% | +42.9% | +53.3% | +65.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling