+478.5%
GS vs CG
+320.1%
+158.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +6.6% | -1.9% | +1.5% |
| 7D | +0.8% | +3.0% | -2.2% | -0.6% |
| 30D | +1.2% | +10.1% | -8.9% | -3.6% |
| 3M | -12.4% | -10.8% | -1.6% | -7.9% |
| 6M | -2.3% | -15.2% | +12.9% | +4.8% |
| YTD | +4.6% | -26.9% | +31.5% | +19.6% |
| 1Y | +17.5% | -17.0% | +34.6% | +26.2% |
| 3Y | +202.0% | +54.6% | +147.4% | +132.5% |
| 5Y | +152.4% | -16.7% | +169.1% | +149.4% |
| 10Y | +478.5% | +320.1% | +158.4% | +149.5% |
| All | +478.5% | +320.1% | +158.4% | +149.5% |
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