+486.7%
GS vs CAH
+440.2%
+46.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.8% | -0.9% |
| 7D | -3.2% | +8.5% | -11.7% | -5.9% |
| 30D | -2.4% | +17.0% | -19.5% | -7.7% |
| 3M | -15.7% | +14.6% | -30.3% | -19.9% |
| 6M | -6.8% | +42.5% | -49.3% | -18.4% |
| YTD | -0.1% | +33.5% | -33.5% | -11.1% |
| 1Y | +12.1% | +38.5% | -26.4% | -1.7% |
| 3Y | +185.8% | +179.0% | +6.8% | +86.6% |
| 5Y | +140.1% | +507.2% | -367.1% | +11.8% |
| All | +486.7% | +440.2% | +46.5% | +146.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 10y: compounded portfolio wealth divided by compounded CAH 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…
10y analysis · Full analysis span regression · 6 months rolling