+486.7%
GS vs CCL
-30.6%
+517.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.3% | -0.4% |
| 7D | -3.2% | +2.6% | -5.8% | -3.9% |
| 30D | -2.4% | +13.1% | -15.5% | -5.6% |
| 3M | -15.7% | +3.3% | -19.0% | -16.8% |
| 6M | -6.8% | +8.7% | -15.5% | -9.6% |
| YTD | -0.1% | -1.6% | +1.5% | -1.3% |
| 1Y | +12.1% | +14.0% | -1.9% | +6.1% |
| 3Y | +185.8% | +145.1% | +40.6% | +116.5% |
| 5Y | +140.1% | +21.2% | +118.9% | +100.3% |
| All | +486.7% | -30.6% | +517.3% | +455.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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