+654.3%
GS vs CME
+281.4%
+372.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.2% |
| 7D | +0.9% | -1.6% | +2.5% | +1.6% |
| 30D | -1.6% | +6.2% | -7.8% | -4.2% |
| 3M | -4.5% | +10.4% | -14.9% | -9.2% |
| 6M | +20.9% | -9.5% | +30.4% | +24.8% |
| YTD | +19.9% | +6.0% | +13.9% | +14.2% |
| 1Y | +41.4% | +9.3% | +32.1% | +32.3% |
| 3Y | +239.2% | +57.7% | +181.5% | +153.6% |
| 5Y | +185.0% | +77.7% | +107.4% | +94.5% |
| All | +654.3% | +281.4% | +372.9% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 CME 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