+488.8%
GS vs CB
+254.3%
+234.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.0% |
| 7D | -6.3% | +2.6% | -8.9% | -7.6% |
| 30D | -3.1% | +11.2% | -14.3% | -8.9% |
| 3M | -17.7% | +5.7% | -23.4% | -20.4% |
| 6M | -4.6% | +15.9% | -20.5% | -13.9% |
| YTD | +0.3% | +20.2% | -19.8% | -12.1% |
| 1Y | +11.7% | +32.4% | -20.7% | -8.0% |
| 3Y | +183.6% | +75.5% | +108.1% | +89.6% |
| 5Y | +141.0% | +105.5% | +35.5% | +42.5% |
| All | +488.8% | +254.3% | +234.5% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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