+247.4%
GS vs CRBG
+117.3%
+130.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.3% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | -0.3% | +2.6% | -2.9% | -1.7% |
| 3M | -0.1% | +24.0% | -24.1% | -10.3% |
| 6M | +26.1% | +50.5% | -24.4% | +2.5% |
| YTD | +18.8% | +17.1% | +1.7% | +8.7% |
| 1Y | +33.7% | +5.9% | +27.9% | +27.8% |
| 3Y | +238.9% | +122.7% | +116.2% | +138.0% |
| All | +247.4% | +117.3% | +130.1% | +143.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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