+185.7%
GS vs CAPR
+84.7%
+101.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | 0.0% |
| 7D | +0.9% | -2.0% | +2.9% | +1.0% |
| 30D | -1.6% | +139.2% | -140.8% | -2.9% |
| 3M | -4.5% | -66.4% | +61.9% | -3.9% |
| 6M | +20.9% | -63.1% | +84.0% | +21.4% |
| YTD | +19.9% | -67.4% | +87.3% | +20.5% |
| 1Y | +41.4% | +58.2% | -16.8% | +34.7% |
| 3Y | +239.2% | +42.2% | +197.0% | +208.6% |
| All | +185.7% | +84.7% | +101.1% | +141.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling