+199.8%
GS vs CRS
+343.5%
-143.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.7% | +3.0% | +1.1% |
| 7D | +5.9% | +4.8% | +1.1% | +4.3% |
| 30D | +4.3% | -23.2% | +27.5% | +11.6% |
| 3M | -11.7% | -45.5% | +33.8% | +4.9% |
| 6M | -3.2% | -33.1% | +29.9% | +7.7% |
| YTD | +5.8% | -7.2% | +13.0% | +5.8% |
| 1Y | +16.0% | -10.0% | +26.1% | +17.0% |
| 3Y | +199.8% | +332.3% | -132.6% | +109.2% |
| All | +199.8% | +343.5% | -143.7% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling