+2,064.0%
GS vs CAH
+1,322.7%
+741.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.6% | +0.3% |
| 7D | +0.9% | +5.4% | -4.4% | -1.0% |
| 30D | -1.6% | +3.3% | -4.9% | -2.8% |
| 3M | -4.5% | +22.8% | -27.3% | -12.0% |
| 6M | +20.9% | +11.3% | +9.6% | +15.2% |
| YTD | +19.9% | +21.1% | -1.2% | +10.1% |
| 1Y | +41.4% | +67.2% | -25.8% | +13.8% |
| 3Y | +239.2% | +195.6% | +43.5% | +115.3% |
| 5Y | +185.0% | +413.8% | -228.8% | +43.6% |
| 10Y | +655.0% | +309.6% | +345.4% | +287.0% |
| All | +2,064.0% | +1,322.7% | +741.3% | +612.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling