+1,659.0%
GS vs CRL
+1,379.5%
+279.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.6% |
| 7D | +0.9% | -1.0% | +2.0% | +1.3% |
| 30D | -1.6% | +10.7% | -12.2% | -5.0% |
| 3M | -4.5% | +55.3% | -59.8% | -18.3% |
| 6M | +20.9% | +60.7% | -39.8% | +1.1% |
| YTD | +19.9% | +44.6% | -24.7% | +3.4% |
| 1Y | +41.4% | +77.7% | -36.3% | +12.7% |
| 3Y | +239.2% | +37.6% | +201.5% | +178.6% |
| 5Y | +185.0% | -35.8% | +220.9% | +193.3% |
| 10Y | +655.0% | +241.7% | +413.2% | +312.6% |
| All | +1,659.0% | +1,379.5% | +279.5% | +524.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling