+188.6%
GS vs CRL
+90.5%
+98.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -2.2% |
| 7D | -3.2% | -6.1% | +2.9% | -2.0% |
| 30D | -2.4% | +12.4% | -14.8% | -5.4% |
| 3M | -15.7% | +27.1% | -42.9% | -20.9% |
| 6M | -6.8% | +85.7% | -92.5% | -21.1% |
| YTD | -0.1% | +69.2% | -69.3% | -14.0% |
| 1Y | +12.1% | +97.5% | -85.4% | -7.4% |
| All | +188.6% | +90.5% | +98.1% | +120.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling