+187.6%
GS vs CAVA
+48.5%
+139.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.4% | -0.7% | +3.8% |
| 7D | +0.8% | +0.5% | +0.4% | +0.8% |
| 30D | +1.2% | +16.2% | -15.0% | -1.2% |
| 3M | -12.4% | -0.1% | -12.3% | -12.9% |
| 6M | -2.3% | -21.5% | +19.1% | +0.1% |
| YTD | +4.6% | +6.2% | -1.6% | +1.1% |
| 1Y | +17.5% | +28.2% | -10.7% | +9.7% |
| 3Y | +202.0% | +97.7% | +104.3% | +180.7% |
| All | +187.6% | +48.5% | +139.1% | +175.8% |
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