+486.7%
GS vs CAPR
-68.5%
+555.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.0% | -0.4% |
| 7D | -3.2% | +41.1% | -44.3% | -3.7% |
| 30D | -2.4% | +11.1% | -13.5% | -2.6% |
| 3M | -15.7% | +115.3% | -131.1% | -16.9% |
| 6M | -6.8% | -73.8% | +67.1% | -6.0% |
| YTD | -0.1% | -68.8% | +68.8% | +0.4% |
| 1Y | +12.1% | +43.3% | -31.2% | +6.9% |
| 3Y | +185.8% | +214.7% | -28.9% | +163.7% |
| 5Y | +140.1% | +141.3% | -1.2% | +120.3% |
| All | +486.7% | -68.5% | +555.2% | +424.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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