+185.7%
GS vs CG
+10.1%
+175.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.8% |
| 7D | +0.9% | -4.3% | +5.3% | +2.9% |
| 30D | -1.6% | -5.1% | +3.5% | +0.5% |
| 3M | -4.5% | +8.7% | -13.2% | -8.5% |
| 6M | +20.9% | -9.2% | +30.1% | +25.0% |
| YTD | +19.9% | -18.9% | +38.7% | +29.9% |
| 1Y | +41.4% | -25.6% | +67.0% | +58.6% |
| 3Y | +239.2% | +57.3% | +181.9% | +171.5% |
| All | +185.7% | +10.1% | +175.6% | +138.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling