+574.1%
GS vs CAPR
-99.1%
+673.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.1% |
| 7D | +0.9% | -2.0% | +2.9% | +1.0% |
| 30D | -1.6% | +139.2% | -140.8% | -2.8% |
| 3M | -4.5% | -66.4% | +61.9% | -4.0% |
| 6M | +20.9% | -63.1% | +84.0% | +21.2% |
| YTD | +19.9% | -67.4% | +87.3% | +20.4% |
| 1Y | +41.4% | +58.2% | -16.8% | +35.6% |
| 3Y | +239.2% | +42.2% | +197.0% | +220.8% |
| 5Y | +185.0% | +87.3% | +97.8% | +167.0% |
| 10Y | +655.0% | -75.3% | +730.2% | +583.7% |
| All | +574.1% | -99.1% | +673.2% | +477.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling