+235.8%
GS vs CRDO
+1,224.9%
-989.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.5% | +3.7% | -0.4% |
| 7D | -1.7% | -2.4% | +0.6% | -1.5% |
| 30D | -0.9% | -35.3% | +34.3% | +3.4% |
| 3M | +2.3% | -32.6% | +34.9% | +5.4% |
| 6M | +23.4% | +42.7% | -19.3% | +15.6% |
| YTD | +17.7% | +11.4% | +6.3% | +12.3% |
| 1Y | +35.1% | -2.2% | +37.3% | +29.4% |
| 3Y | +234.9% | +912.1% | -677.1% | +135.8% |
| All | +235.8% | +1,224.9% | -989.1% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRDO.
Daily Out/Under-Performance
Portfolio return minus CRDO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRDO 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 CRDO 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