+642.6%
GS vs CAH
+292.2%
+350.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | +0.7% |
| 7D | +3.4% | +0.5% | +2.9% | +3.2% |
| 30D | +0.2% | +1.7% | -1.5% | -0.5% |
| 3M | -0.3% | +17.9% | -18.2% | -6.3% |
| 6M | +27.4% | +10.9% | +16.4% | +21.9% |
| YTD | +19.6% | +17.9% | +1.8% | +11.5% |
| 1Y | +42.5% | +61.7% | -19.2% | +17.0% |
| 3Y | +240.4% | +183.7% | +56.7% | +120.5% |
| 5Y | +188.9% | +401.3% | -212.4% | +46.0% |
| 10Y | +642.6% | +293.7% | +348.9% | +267.7% |
| All | +642.6% | +292.2% | +350.3% | +267.7% |
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