+141.0%
GS vs CF
+125.5%
+15.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +6.2% | -12.5% | -6.8% |
| 7D | -6.3% | +0.4% | -6.7% | -6.4% |
| 30D | -3.1% | +2.2% | -5.3% | -3.4% |
| 3M | -17.7% | +2.1% | -19.8% | -17.9% |
| 6M | -4.6% | -6.5% | +2.0% | -4.4% |
| YTD | +0.3% | +55.6% | -55.3% | -8.1% |
| 1Y | +11.7% | +42.3% | -30.6% | +3.8% |
| 3Y | +183.6% | +55.7% | +127.8% | +154.5% |
| 5Y | +141.0% | +122.4% | +18.5% | +99.9% |
| All | +141.0% | +125.5% | +15.5% | +99.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling