+654.3%
GS vs CF
+569.3%
+84.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.9% |
| 7D | +0.9% | +6.0% | -5.1% | -0.7% |
| 30D | -1.6% | +14.8% | -16.4% | -5.5% |
| 3M | -4.5% | +14.1% | -18.5% | -8.5% |
| 6M | +20.9% | +28.5% | -7.7% | +8.4% |
| YTD | +19.9% | +74.9% | -55.1% | -3.0% |
| 1Y | +41.4% | +61.7% | -20.3% | +16.8% |
| 3Y | +239.2% | +80.3% | +158.8% | +161.2% |
| 5Y | +185.0% | +226.0% | -40.9% | +58.5% |
| All | +654.3% | +569.3% | +84.9% | +207.4% |
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