+155.6%
GS vs CAG
-41.0%
+196.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.2% |
| 7D | +5.9% | -3.3% | +9.2% | +6.1% |
| 30D | +4.3% | +7.7% | -3.4% | +3.6% |
| 3M | -11.7% | -3.2% | -8.5% | -11.6% |
| 6M | -3.2% | +7.0% | -10.1% | -4.1% |
| YTD | +5.8% | -9.0% | +14.8% | +6.3% |
| 1Y | +16.0% | -9.6% | +25.6% | +16.6% |
| 3Y | +199.8% | -36.0% | +235.7% | +213.8% |
| All | +155.6% | -41.0% | +196.6% | +168.4% |
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