+3.7%
GS vs CF
-9.1%
+12.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +2.7% |
| 7D | +0.3% | -6.9% | +7.2% | -0.9% |
| 30D | +3.9% | -3.7% | +7.6% | +3.2% |
| 3M | -11.4% | -5.0% | -6.5% | -11.4% |
| 6M | +3.7% | -10.5% | +14.2% | +3.4% |
| All | +3.7% | -9.1% | +12.8% | +3.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling