+188.8%
GS vs CAVA
+43.8%
+145.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.1% | +3.6% | +0.9% |
| 7D | +1.6% | +0.1% | +1.4% | +1.6% |
| 30D | +1.7% | +12.6% | -10.9% | -0.3% |
| 3M | -11.6% | -1.9% | -9.7% | -11.9% |
| 6M | -1.9% | -23.9% | +22.0% | +1.0% |
| YTD | +5.1% | +2.9% | +2.2% | +2.0% |
| 1Y | +16.4% | +21.6% | -5.2% | +9.6% |
| 3Y | +199.0% | +94.4% | +104.6% | +178.7% |
| All | +188.8% | +43.8% | +145.0% | +178.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 10y: compounded portfolio wealth divided by compounded CAVA 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…
10y analysis · Full analysis span regression · 6 months rolling