+109.4%
C vs GS
+138.4%
-29.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -6.4% | +1.3% | -0.2% |
| 7D | -5.3% | -6.3% | +1.0% | -0.5% |
| 30D | -7.3% | -3.1% | -4.2% | -5.2% |
| 3M | -13.5% | -17.7% | +4.2% | 0.0% |
| 6M | -6.5% | -4.6% | -1.9% | -5.6% |
| YTD | +3.6% | +0.3% | +3.3% | +0.2% |
| 1Y | +18.9% | +11.7% | +7.2% | +5.2% |
| 3Y | +205.0% | +183.6% | +21.4% | +26.2% |
| 5Y | +109.4% | +141.0% | -31.6% | -8.6% |
| All | +109.4% | +138.4% | -29.1% | -8.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling