+39.7%
GS vs CAI
-6.6%
+46.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | 0.0% |
| 7D | -3.2% | -26.5% | +23.3% | -0.2% |
| 30D | -2.4% | -6.9% | +4.5% | -1.4% |
| 3M | -15.7% | +26.1% | -41.9% | -17.6% |
| 6M | -6.8% | +31.9% | -38.7% | -10.2% |
| YTD | -0.1% | -6.5% | +6.4% | -1.8% |
| 1Y | +12.1% | +2.5% | +9.6% | +9.4% |
| All | +39.7% | -6.6% | +46.3% | +37.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling