+140.2%
GS vs CAG
-38.4%
+178.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.1% | -6.5% |
| 7D | -6.3% | +11.4% | -17.7% | -7.0% |
| 30D | -3.1% | +16.7% | -19.8% | -4.3% |
| 3M | -17.7% | +4.5% | -22.2% | -18.0% |
| 6M | -4.6% | +13.3% | -17.9% | -5.9% |
| YTD | +0.3% | -4.2% | +4.5% | +0.4% |
| 1Y | +11.7% | -2.9% | +14.6% | +11.6% |
| 3Y | +183.6% | -33.2% | +216.7% | +196.6% |
| All | +140.2% | -38.4% | +178.6% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling