+118.5%
COST vs GS
+140.7%
-22.2%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.8% | -1.1% |
| 7D | +4.1% | -3.2% | +7.3% | +4.6% |
| 30D | +12.0% | -2.4% | +14.4% | +12.3% |
| 3M | +11.2% | -15.7% | +26.9% | +14.6% |
| 6M | +6.1% | -6.8% | +12.9% | +6.0% |
| YTD | +22.9% | -0.1% | +23.0% | +19.8% |
| 1Y | +14.7% | +12.1% | +2.6% | +8.1% |
| 3Y | +92.3% | +185.8% | -93.5% | +29.8% |
| All | +118.5% | +140.7% | -22.2% | +49.6% |
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