+130.7%
C vs GS
+185.3%
-54.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.6% | +0.9% | +2.7% | +2.9% |
| 30D | +0.1% | -1.6% | +1.6% | +1.2% |
| 3M | +2.4% | -4.5% | +6.9% | +4.7% |
| 6M | +24.9% | +20.9% | +4.1% | +5.3% |
| YTD | +19.8% | +19.9% | -0.1% | +1.6% |
| 1Y | +44.9% | +41.4% | +3.5% | +7.2% |
| 3Y | +263.0% | +239.2% | +23.8% | +32.6% |
| All | +130.7% | +185.3% | -54.6% | -9.6% |
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