+448.8%
GS vs CAG
-34.0%
+482.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | +1.6% | +6.6% | -5.1% | +0.6% |
| 30D | +1.7% | +13.9% | -12.2% | -0.5% |
| 3M | -11.6% | +4.0% | -15.6% | -12.4% |
| 6M | -1.9% | +10.0% | -11.9% | -4.1% |
| YTD | +5.1% | -6.1% | +11.2% | +5.1% |
| 1Y | +16.4% | -4.3% | +20.7% | +16.0% |
| 3Y | +199.0% | -34.6% | +233.5% | +216.9% |
| 5Y | +157.4% | -39.4% | +196.9% | +176.6% |
| All | +448.8% | -34.0% | +482.9% | +507.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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