+652.8%
GS vs CRS
+1,394.6%
-741.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.7% | -1.6% | -0.5% |
| 7D | +0.9% | -0.2% | +1.2% | +1.0% |
| 30D | -1.6% | -16.6% | +15.1% | +4.7% |
| 3M | -4.5% | -3.5% | -1.0% | -3.8% |
| 6M | +20.9% | +15.4% | +5.4% | +13.8% |
| YTD | +19.9% | +51.2% | -31.3% | +2.1% |
| 1Y | +41.4% | +98.3% | -56.9% | +7.6% |
| 3Y | +239.2% | +651.5% | -412.4% | +54.6% |
| 5Y | +185.0% | +1,411.1% | -1,226.1% | -5.8% |
| All | +652.8% | +1,394.6% | -741.8% | +112.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling