+206.6%
C vs GS
+184.4%
+22.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.4% | +1.3% | -0.4% |
| 7D | -5.3% | -6.3% | +1.0% | -0.7% |
| 30D | -7.3% | -3.1% | -4.2% | -5.2% |
| 3M | -13.5% | -17.7% | +4.2% | -0.5% |
| 6M | -6.5% | -4.6% | -1.9% | -5.9% |
| YTD | +3.6% | +0.3% | +3.3% | -0.1% |
| 1Y | +18.9% | +11.7% | +7.2% | +4.9% |
| All | +206.6% | +184.4% | +22.2% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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