+2,064.0%
GS vs CAG
+115.4%
+1,948.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | +0.3% |
| 7D | +0.9% | -3.8% | +4.7% | +2.0% |
| 30D | -1.6% | +3.1% | -4.7% | -2.6% |
| 3M | -4.5% | +23.5% | -28.0% | -10.7% |
| 6M | +20.9% | -14.8% | +35.7% | +25.3% |
| YTD | +19.9% | -5.4% | +25.3% | +19.9% |
| 1Y | +41.4% | -11.8% | +53.2% | +43.7% |
| 3Y | +239.2% | -36.7% | +275.8% | +273.6% |
| 5Y | +185.0% | -40.3% | +225.3% | +216.8% |
| 10Y | +655.0% | -37.0% | +692.0% | +675.6% |
| All | +2,064.0% | +115.4% | +1,948.6% | +1,441.6% |
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 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