+488.8%
GS vs CFG
+245.9%
+242.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.1% | -3.2% | -4.6% |
| 7D | -6.3% | -2.2% | -4.2% | -5.0% |
| 30D | -3.1% | +0.4% | -3.5% | -3.3% |
| 3M | -17.7% | -12.6% | -5.1% | -11.0% |
| 6M | -4.6% | +0.6% | -5.2% | -5.2% |
| YTD | +0.3% | +12.4% | -12.1% | -6.5% |
| 1Y | +11.7% | +27.7% | -16.0% | -3.3% |
| 3Y | +183.6% | +172.4% | +11.2% | +58.3% |
| 5Y | +141.0% | +64.0% | +77.0% | +71.5% |
| All | +488.8% | +245.9% | +242.9% | +126.9% |
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