+139.3%
GS vs CRL
-10.4%
+149.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +7.8% | -8.2% | -2.3% |
| 7D | -3.2% | -6.1% | +2.9% | -1.9% |
| 30D | -2.4% | +12.4% | -14.8% | -5.7% |
| 3M | -15.7% | +27.1% | -42.9% | -21.3% |
| 6M | -6.8% | +85.7% | -92.5% | -22.0% |
| YTD | -0.1% | +69.2% | -69.3% | -14.9% |
| 1Y | +12.1% | +97.5% | -85.4% | -8.6% |
| 3Y | +185.8% | +86.1% | +99.7% | +125.6% |
| All | +139.3% | -10.4% | +149.7% | +112.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling