+1,710.5%
GS vs CAG
+118.3%
+1,592.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.7% | -9.1% | -7.1% |
| 7D | -6.3% | +11.4% | -17.7% | -9.1% |
| 30D | -3.1% | +16.7% | -19.8% | -7.5% |
| 3M | -17.7% | +4.5% | -22.2% | -19.2% |
| 6M | -4.6% | +13.3% | -17.9% | -9.1% |
| YTD | +0.3% | -4.2% | +4.5% | -0.5% |
| 1Y | +11.7% | -2.9% | +14.6% | +10.2% |
| 3Y | +183.6% | -33.2% | +216.7% | +206.2% |
| 5Y | +141.0% | -38.4% | +179.3% | +164.3% |
| 10Y | +507.4% | -36.4% | +543.8% | +521.2% |
| All | +1,710.5% | +118.3% | +1,592.2% | +1,179.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling