+99.0%
COST vs GS
+202.3%
-103.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.3% |
| 7D | +5.0% | +5.9% | -0.9% | +4.5% |
| 30D | +12.8% | +4.3% | +8.5% | +12.3% |
| 3M | +15.2% | -11.7% | +26.8% | +16.3% |
| 6M | +7.4% | -3.2% | +10.6% | +6.7% |
| YTD | +29.0% | +5.8% | +23.2% | +25.9% |
| 1Y | +20.3% | +16.0% | +4.3% | +15.2% |
| 3Y | +99.0% | +199.8% | -100.8% | +64.1% |
| All | +99.0% | +202.3% | -103.3% | +64.1% |
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