+41.4%
GS vs CF
+62.4%
-21.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | -0.5% |
| 7D | +0.9% | +6.0% | -5.1% | +2.1% |
| 30D | -1.6% | +14.8% | -16.4% | +1.1% |
| 3M | -4.5% | +14.1% | -18.5% | -1.8% |
| 6M | +20.9% | +28.5% | -7.7% | +24.1% |
| YTD | +19.9% | +74.9% | -55.1% | +20.1% |
| 1Y | +41.4% | +61.7% | -20.3% | +44.3% |
| All | +41.4% | +62.4% | -21.0% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 1y: compounded portfolio wealth divided by compounded CF 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…
1y analysis · Full analysis span regression · 6 months rolling