+229.6%
GS vs CAVA
+44.7%
+184.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.5% | +0.3% |
| 7D | +0.9% | -9.2% | +10.2% | +2.4% |
| 30D | -1.6% | -8.2% | +6.6% | -0.6% |
| 3M | -4.5% | -15.3% | +10.8% | -3.0% |
| 6M | +20.9% | -23.6% | +44.5% | +24.5% |
| YTD | +19.9% | +3.5% | +16.4% | +16.6% |
| 1Y | +41.4% | -7.9% | +49.3% | +39.6% |
| 3Y | +239.2% | +38.7% | +200.5% | +226.6% |
| All | +229.6% | +44.7% | +184.9% | +218.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling