+206.6%
CRWD vs GS
+138.4%
+68.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | -13.4% | -3.2% | -10.2% | -11.5% |
| 30D | -18.3% | -2.4% | -15.9% | -16.9% |
| 3M | +4.6% | -15.7% | +20.3% | +15.6% |
| 6M | +85.4% | -6.8% | +92.1% | +91.7% |
| YTD | +85.1% | -0.1% | +85.1% | +80.8% |
| 1Y | +62.9% | +12.1% | +50.8% | +47.1% |
| 3Y | +364.5% | +185.8% | +178.7% | +124.2% |
| All | +206.6% | +138.4% | +68.2% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling