+185.7%
GS vs CF
+227.0%
-41.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.2% | +3.3% | +0.3% |
| 7D | +0.9% | +6.0% | -5.1% | +0.4% |
| 30D | -1.6% | +14.8% | -16.4% | -2.7% |
| 3M | -4.5% | +14.1% | -18.5% | -5.7% |
| 6M | +20.9% | +28.5% | -7.7% | +15.7% |
| YTD | +19.9% | +74.9% | -55.1% | +9.1% |
| 1Y | +41.4% | +61.7% | -20.3% | +30.1% |
| 3Y | +239.2% | +80.3% | +158.8% | +200.8% |
| All | +185.7% | +227.0% | -41.2% | +123.1% |
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