+464.0%
GS vs CAPR
-99.1%
+563.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.6% | -2.8% | -6.3% |
| 7D | -6.3% | +29.7% | -36.0% | -6.6% |
| 30D | -3.1% | +11.0% | -14.1% | -3.3% |
| 3M | -17.7% | +118.8% | -136.5% | -18.7% |
| 6M | -4.6% | -73.9% | +69.4% | -3.9% |
| YTD | +0.3% | -70.2% | +70.5% | +0.7% |
| 1Y | +11.7% | +38.3% | -26.5% | +7.3% |
| 3Y | +183.6% | +199.7% | -16.1% | +166.0% |
| 5Y | +141.0% | +130.6% | +10.4% | +125.1% |
| 10Y | +507.4% | -68.5% | +575.9% | +448.7% |
| All | +464.0% | -99.1% | +563.1% | +383.1% |
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 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