-25.5%
C vs GS
+1,903.9%
-1,929.4%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +3.6% | +0.9% | +2.7% | +2.8% |
| 30D | +0.1% | -1.6% | +1.6% | +1.3% |
| 3M | +2.4% | -4.5% | +6.9% | +4.7% |
| 6M | +24.9% | +20.9% | +4.1% | +3.6% |
| YTD | +19.8% | +19.9% | -0.1% | -0.1% |
| 1Y | +44.9% | +41.4% | +3.5% | +4.3% |
| 3Y | +263.0% | +239.2% | +23.8% | +20.1% |
| 5Y | +129.5% | +185.0% | -55.5% | -13.1% |
| 10Y | +291.6% | +655.0% | -363.4% | -35.3% |
| All | -25.5% | +1,903.9% | -1,929.4% | -94.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling