+14.5%
GS vs CRL
+103.8%
-89.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.6% | +0.8% |
| 7D | +1.6% | -1.7% | +3.3% | +1.7% |
| 30D | +1.7% | +14.6% | -12.9% | -1.2% |
| 3M | -11.6% | +24.8% | -36.4% | -15.7% |
| 6M | -1.9% | +94.7% | -96.6% | -15.8% |
| YTD | +5.1% | +73.4% | -68.3% | -6.7% |
| All | +14.5% | +103.8% | -89.2% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 1y: compounded portfolio wealth divided by compounded CRL 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…
1y analysis · Full analysis span regression · 6 months rolling