+185.7%
GS vs CRL
-35.5%
+221.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.5% |
| 7D | +0.9% | -1.0% | +2.0% | +1.2% |
| 30D | -1.6% | +10.7% | -12.2% | -4.2% |
| 3M | -4.5% | +55.3% | -59.8% | -15.4% |
| 6M | +20.9% | +60.7% | -39.8% | +5.2% |
| YTD | +19.9% | +44.6% | -24.7% | +7.0% |
| 1Y | +41.4% | +77.7% | -36.3% | +18.7% |
| 3Y | +239.2% | +37.6% | +201.5% | +192.2% |
| All | +185.7% | -35.5% | +221.3% | +172.2% |
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