+3,237.6%
COST vs GS
+1,903.9%
+1,333.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.1% |
| 7D | -3.1% | +0.9% | -4.1% | -3.4% |
| 30D | -2.8% | -1.6% | -1.2% | -2.5% |
| 3M | -5.7% | -4.5% | -1.2% | -5.2% |
| 6M | -8.8% | +20.9% | -29.6% | -14.4% |
| YTD | +6.7% | +19.9% | -13.2% | -0.1% |
| 1Y | -3.6% | +41.4% | -45.1% | -14.1% |
| 3Y | +75.1% | +239.2% | -164.1% | +20.3% |
| 5Y | +108.9% | +185.0% | -76.1% | +48.8% |
| 10Y | +586.2% | +655.0% | -68.8% | +253.4% |
| All | +3,237.6% | +1,903.9% | +1,333.7% | +749.5% |
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