+438.8%
GS vs CFG
+216.2%
+222.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | 0.0% |
| 7D | +5.9% | +3.2% | +2.7% | +4.0% |
| 30D | +4.3% | +5.1% | -0.8% | +1.5% |
| 3M | -11.7% | -11.2% | -0.4% | -5.4% |
| 6M | -3.2% | +9.6% | -12.7% | -8.3% |
| YTD | +5.8% | +15.0% | -9.2% | -2.6% |
| 1Y | +16.0% | +29.9% | -13.8% | -0.5% |
| 3Y | +199.8% | +192.1% | +7.7% | +61.3% |
| 5Y | +155.5% | +62.3% | +93.2% | +83.3% |
| All | +438.8% | +216.2% | +222.6% | +129.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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