+654.3%
GS vs CB
+218.6%
+435.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.1% |
| 7D | +0.9% | +0.5% | +0.4% | +0.7% |
| 30D | -1.6% | -3.1% | +1.5% | +0.1% |
| 3M | -4.5% | +9.0% | -13.4% | -10.5% |
| 6M | +20.9% | +2.9% | +18.0% | +16.9% |
| YTD | +19.9% | +10.1% | +9.8% | +10.6% |
| 1Y | +41.4% | +22.8% | +18.6% | +21.4% |
| 3Y | +239.2% | +73.8% | +165.4% | +126.4% |
| 5Y | +185.0% | +99.2% | +85.9% | +70.4% |
| All | +654.3% | +218.6% | +435.7% | +218.2% |
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