+502.3%
GS vs CAPR
-99.1%
+601.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +8.3% | -4.7% | +3.5% |
| 7D | +0.3% | +43.2% | -42.9% | -0.1% |
| 30D | +3.9% | +14.7% | -10.8% | +3.6% |
| 3M | -11.4% | +113.9% | -125.3% | -12.5% |
| 6M | +3.7% | -73.4% | +77.1% | +4.4% |
| YTD | +7.1% | -69.1% | +76.2% | +7.5% |
| 1Y | +19.7% | +47.2% | -27.5% | +14.8% |
| 3Y | +202.8% | +210.8% | -8.0% | +183.9% |
| 5Y | +156.7% | +134.1% | +22.6% | +139.8% |
| 10Y | +548.7% | -67.3% | +616.0% | +485.7% |
| All | +502.3% | -99.1% | +601.4% | +415.7% |
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