+155.6%
GS vs CG
-23.0%
+178.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +5.9% | +0.2% | +5.7% | +5.7% |
| 30D | +4.3% | +11.2% | -6.9% | -0.7% |
| 3M | -11.7% | -22.1% | +10.4% | -1.5% |
| 6M | -3.2% | -17.9% | +14.8% | +5.0% |
| YTD | +5.8% | -31.3% | +37.1% | +23.3% |
| 1Y | +16.0% | -24.0% | +40.0% | +29.1% |
| 3Y | +199.8% | +45.0% | +154.8% | +149.5% |
| All | +155.6% | -23.0% | +178.6% | +146.5% |
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 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