+228.9%
GS vs CAVA
+43.2%
+185.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +3.4% | -1.5% | +4.9% | +3.6% |
| 30D | +0.2% | -3.7% | +3.8% | +0.4% |
| 3M | -0.3% | -18.3% | +18.0% | +1.9% |
| 6M | +27.4% | -23.5% | +50.8% | +31.1% |
| YTD | +19.6% | +2.5% | +17.2% | +16.6% |
| 1Y | +42.5% | -8.0% | +50.4% | +40.6% |
| 3Y | +240.4% | +53.5% | +186.9% | +224.9% |
| All | +228.9% | +43.2% | +185.7% | +218.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling