+15.9%
GS vs CAH
+37.8%
-21.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.7% | +4.7% |
| 7D | +0.8% | +7.8% | -7.0% | +0.9% |
| 30D | +1.2% | +15.5% | -14.2% | +1.5% |
| 3M | -12.4% | +16.3% | -28.7% | -12.1% |
| 6M | -2.3% | +50.0% | -52.4% | -3.3% |
| YTD | +4.6% | +34.7% | -30.1% | +7.0% |
| All | +15.9% | +37.8% | -21.9% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling