+203.1%
GS vs CRS
+363.7%
-160.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +1.1% |
| 7D | -0.1% | +4.4% | -4.5% | -1.4% |
| 30D | +3.7% | -19.1% | +22.8% | +9.3% |
| 3M | -10.0% | -43.2% | +33.3% | +5.6% |
| 6M | -1.0% | -28.9% | +27.9% | +8.1% |
| YTD | +7.0% | -3.0% | +10.0% | +5.6% |
| 1Y | +16.6% | -5.3% | +21.9% | +15.9% |
| All | +203.1% | +363.7% | -160.6% | +108.8% |
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