+486.7%
GS vs CAG
-38.1%
+524.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.4% | -0.1% |
| 7D | -3.2% | +5.8% | -9.0% | -4.0% |
| 30D | -2.4% | +16.4% | -18.8% | -4.7% |
| 3M | -15.7% | +3.8% | -19.6% | -16.5% |
| 6M | -6.8% | +10.8% | -17.6% | -8.9% |
| YTD | -0.1% | -5.8% | +5.8% | 0.0% |
| 1Y | +12.1% | -2.4% | +14.5% | +11.3% |
| 3Y | +185.8% | -33.4% | +219.2% | +201.1% |
| 5Y | +140.1% | -39.4% | +179.5% | +157.3% |
| All | +486.7% | -38.1% | +524.8% | +507.6% |
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