+458.9%
GS vs CG
+299.0%
+159.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.5% |
| 7D | -0.1% | -3.8% | +3.7% | +1.8% |
| 30D | +3.7% | +7.5% | -3.8% | -0.1% |
| 3M | -10.0% | -14.4% | +4.4% | -3.5% |
| 6M | -1.0% | -15.7% | +14.7% | +6.5% |
| YTD | +7.0% | -29.0% | +35.9% | +24.0% |
| 1Y | +16.6% | -22.1% | +38.7% | +29.1% |
| 3Y | +204.4% | +49.1% | +155.3% | +138.5% |
| 5Y | +160.0% | -18.4% | +178.4% | +159.3% |
| 10Y | +458.9% | +295.1% | +163.8% | +153.2% |
| All | +458.9% | +299.0% | +159.9% | +153.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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