+186.8%
GS vs CAG
-32.9%
+219.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.1% | -6.2% |
| 7D | -6.3% | +11.4% | -17.7% | -5.8% |
| 30D | -3.1% | +16.7% | -19.8% | -2.4% |
| 3M | -17.7% | +4.5% | -22.2% | -17.5% |
| 6M | -4.6% | +13.3% | -17.9% | -3.9% |
| YTD | +0.3% | -4.2% | +4.5% | +0.5% |
| 1Y | +11.7% | -2.9% | +14.6% | +11.9% |
| All | +186.8% | -32.9% | +219.7% | +180.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling