+185.7%
GS vs CB
+99.7%
+86.0%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.7% |
| 7D | +0.9% | +0.5% | +0.4% | +0.8% |
| 30D | -1.6% | -3.1% | +1.5% | -0.5% |
| 3M | -4.5% | +9.0% | -13.4% | -8.8% |
| 6M | +20.9% | +2.9% | +18.0% | +18.2% |
| YTD | +19.9% | +10.1% | +9.8% | +13.1% |
| 1Y | +41.4% | +22.8% | +18.6% | +26.1% |
| 3Y | +239.2% | +73.8% | +165.4% | +143.9% |
| All | +185.7% | +99.7% | +86.0% | +86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling