+602.0%
COST vs GS
+652.7%
-50.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -3.2% | +3.4% | -6.6% | -3.9% |
| 30D | -4.0% | +0.2% | -4.2% | -4.1% |
| 3M | -6.5% | -0.3% | -6.2% | -7.0% |
| 6M | -8.5% | +27.4% | -35.9% | -14.7% |
| YTD | +6.0% | +19.6% | -13.6% | 0.0% |
| 1Y | -5.8% | +42.5% | -48.3% | -15.4% |
| 3Y | +71.8% | +240.4% | -168.6% | +19.7% |
| 5Y | +106.2% | +188.9% | -82.7% | +47.9% |
| 10Y | +602.0% | +642.6% | -40.5% | +275.6% |
| All | +602.0% | +652.7% | -50.6% | +275.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling