+67.3%
GS vs CAI
-8.1%
+75.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +3.4% | +0.2% | +3.2% | +3.4% |
| 30D | +0.2% | +9.1% | -9.0% | -0.6% |
| 3M | -0.3% | +53.8% | -54.1% | -5.1% |
| 6M | +27.4% | +33.5% | -6.1% | +22.0% |
| YTD | +19.6% | -8.0% | +27.7% | +17.7% |
| 1Y | +42.5% | -28.7% | +71.2% | +42.0% |
| All | +67.3% | -8.1% | +75.3% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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