+1,371.6%
GS vs CRL
+1,505.2%
-133.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -5.0% |
| 7D | -6.3% | -16.8% | +10.4% | -0.8% |
| 30D | -3.1% | +2.6% | -5.8% | -4.4% |
| 3M | -17.7% | +20.1% | -37.7% | -23.2% |
| 6M | -4.6% | +68.8% | -73.4% | -21.6% |
| YTD | +0.3% | +56.9% | -56.6% | -16.4% |
| 1Y | +11.7% | +86.7% | -74.9% | -12.4% |
| 3Y | +183.6% | +72.1% | +111.5% | +114.7% |
| 5Y | +141.0% | -16.6% | +157.5% | +125.5% |
| 10Y | +507.4% | +359.0% | +148.4% | +199.6% |
| All | +1,371.6% | +1,505.2% | -133.6% | +404.4% |
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 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