+1,035.1%
GS vs CF
+4,965.4%
-3,930.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -4.4% | +8.0% | +4.8% |
| 7D | +0.3% | -6.9% | +7.2% | +2.2% |
| 30D | +3.9% | -3.7% | +7.6% | +4.7% |
| 3M | -11.4% | -5.0% | -6.5% | -10.9% |
| 6M | +3.7% | -10.5% | +14.2% | +5.1% |
| YTD | +7.1% | +46.5% | -39.4% | -9.0% |
| 1Y | +19.7% | +34.8% | -15.2% | +4.1% |
| 3Y | +202.8% | +46.7% | +156.1% | +149.4% |
| 5Y | +156.7% | +112.0% | +44.7% | +77.0% |
| 10Y | +548.7% | +529.7% | +19.0% | +197.2% |
| All | +1,035.1% | +4,965.4% | -3,930.3% | +129.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling