+197.7%
GS vs CAPR
+215.7%
-18.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.9% | +10.4% | +0.5% |
| 7D | +1.6% | +7.6% | -6.1% | +1.5% |
| 30D | +1.7% | +13.3% | -11.6% | +1.5% |
| 3M | -11.6% | +130.4% | -142.0% | -12.6% |
| 6M | -1.9% | -70.8% | +68.9% | -1.3% |
| YTD | +5.1% | -69.3% | +74.3% | +5.5% |
| 1Y | +16.4% | +59.5% | -43.1% | +12.1% |
| All | +197.7% | +215.7% | -18.0% | +164.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling