+238.7%
GS vs CRDO
+1,287.8%
-1,049.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRDO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +2.4% | +1.6% | +0.8% | +2.2% |
| 30D | -0.1% | -30.0% | +29.9% | +3.4% |
| 3M | +0.2% | -28.3% | +28.5% | +2.5% |
| 6M | +24.8% | +44.8% | -20.0% | +16.7% |
| YTD | +18.8% | +16.7% | +2.1% | +12.8% |
| 1Y | +37.3% | +12.7% | +24.6% | +29.3% |
| 3Y | +237.9% | +960.1% | -722.2% | +136.6% |
| All | +238.7% | +1,287.8% | -1,049.0% | +108.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling