+185.7%
GS vs CME
+78.2%
+107.6%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | +0.9% | -1.6% | +2.5% | +1.1% |
| 30D | -1.6% | +6.2% | -7.8% | -2.4% |
| 3M | -4.5% | +10.4% | -14.9% | -5.9% |
| 6M | +20.9% | -9.5% | +30.4% | +22.9% |
| YTD | +19.9% | +6.0% | +13.9% | +17.4% |
| 1Y | +41.4% | +9.3% | +32.1% | +37.3% |
| 3Y | +239.2% | +57.7% | +181.5% | +186.2% |
| All | +185.7% | +78.2% | +107.6% | +105.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling