+1,369.7%
CRWD vs GS
+535.2%
+834.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | -2.4% | +0.9% | -3.4% | -2.8% |
| 30D | +1.5% | -1.6% | +3.1% | +2.3% |
| 3M | +18.5% | -4.5% | +23.0% | +20.9% |
| 6M | +109.1% | +20.9% | +88.2% | +91.3% |
| YTD | +81.8% | +19.9% | +62.0% | +66.6% |
| 1Y | +106.7% | +41.4% | +65.3% | +75.7% |
| 3Y | +428.7% | +239.2% | +189.5% | +215.6% |
| 5Y | +206.4% | +185.0% | +21.3% | +89.4% |
| All | +1,369.7% | +535.2% | +834.4% | +587.2% |
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