+548.7%
GS vs CF
+542.5%
+6.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +4.7% |
| 7D | +0.3% | -6.9% | +7.2% | +2.0% |
| 30D | +3.9% | -3.7% | +7.6% | +4.6% |
| 3M | -11.4% | -5.0% | -6.5% | -10.9% |
| 6M | +3.7% | -10.5% | +14.2% | +5.0% |
| YTD | +7.1% | +46.5% | -39.4% | -9.7% |
| 1Y | +19.7% | +34.8% | -15.2% | +3.4% |
| 3Y | +202.8% | +46.7% | +156.1% | +145.9% |
| 5Y | +156.7% | +112.0% | +44.7% | +65.5% |
| 10Y | +548.7% | +529.7% | +19.0% | +156.8% |
| All | +548.7% | +542.5% | +6.2% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling