+599.8%
GS vs CFG
+396.4%
+203.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +0.9% | +1.5% | -0.6% | +0.1% |
| 30D | -1.6% | -3.8% | +2.3% | +0.6% |
| 3M | -4.5% | +11.5% | -16.0% | -10.6% |
| 6M | +20.9% | +19.2% | +1.7% | +8.8% |
| YTD | +19.9% | +23.7% | -3.8% | +5.6% |
| 1Y | +41.4% | +38.8% | +2.6% | +16.0% |
| 3Y | +239.2% | +178.9% | +60.3% | +84.3% |
| 5Y | +185.0% | +101.8% | +83.3% | +78.1% |
| 10Y | +655.0% | +317.3% | +337.7% | +171.6% |
| All | +599.8% | +396.4% | +203.5% | +132.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling