+16.6%
GS vs CG
-19.9%
+36.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.5% |
| 7D | -0.1% | -3.8% | +3.7% | +1.7% |
| 30D | +3.7% | +7.5% | -3.8% | +0.3% |
| 3M | -10.0% | -14.4% | +4.4% | -3.7% |
| 6M | -1.0% | -15.7% | +14.7% | +6.3% |
| YTD | +7.0% | -29.0% | +35.9% | +23.7% |
| 1Y | +16.6% | -22.1% | +38.7% | +26.2% |
| All | +16.6% | -19.9% | +36.5% | +26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling