+486.7%
GS vs CG
+290.3%
+196.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -3.2% | -1.2% | -2.0% | -2.6% |
| 30D | -2.4% | +5.0% | -7.4% | -4.9% |
| 3M | -15.7% | -18.2% | +2.5% | -7.6% |
| 6M | -6.8% | -20.7% | +13.9% | +3.3% |
| YTD | -0.1% | -31.4% | +31.4% | +17.8% |
| 1Y | +12.1% | -22.3% | +34.3% | +24.3% |
| 3Y | +185.8% | +50.2% | +135.6% | +123.4% |
| 5Y | +140.1% | -22.1% | +162.1% | +144.9% |
| All | +486.7% | +290.3% | +196.4% | +173.6% |
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