+478.5%
GS vs CRS
+967.2%
-488.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +9.7% | -5.0% | +1.3% |
| 7D | +0.8% | +4.9% | -4.1% | -0.9% |
| 30D | +1.2% | -20.8% | +22.0% | +8.4% |
| 3M | -12.4% | -46.4% | +34.0% | +7.4% |
| 6M | -2.3% | -28.6% | +26.2% | +7.7% |
| YTD | +4.6% | -2.8% | +7.4% | +2.4% |
| 1Y | +17.5% | -6.7% | +24.2% | +16.4% |
| 3Y | +202.0% | +368.0% | -166.0% | +59.1% |
| 5Y | +152.4% | +852.9% | -700.5% | -4.6% |
| 10Y | +478.5% | +905.1% | -426.6% | +82.5% |
| All | +478.5% | +967.2% | -488.6% | +82.5% |
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