+1,710.5%
GS vs CI
+1,119.5%
+591.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.3% | -5.1% | -5.9% |
| 7D | -6.3% | +1.0% | -7.4% | -6.7% |
| 30D | -3.1% | +9.9% | -13.0% | -6.6% |
| 3M | -17.7% | +12.1% | -29.7% | -21.4% |
| 6M | -4.6% | +10.6% | -15.2% | -9.0% |
| YTD | +0.3% | +11.4% | -11.1% | -5.1% |
| 1Y | +11.7% | +18.8% | -7.1% | +3.0% |
| 3Y | +183.6% | +2.9% | +180.7% | +162.7% |
| 5Y | +141.0% | +54.5% | +86.4% | +85.6% |
| 10Y | +507.4% | +175.7% | +331.7% | +255.0% |
| All | +1,710.5% | +1,119.5% | +591.0% | +373.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 all: compounded portfolio wealth divided by compounded CI 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…
all analysis · Full analysis span regression · 6 months rolling