+1,575.3%
GS vs CME
+8,206.4%
-6,631.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.0% | -6.2% |
| 7D | -6.3% | +3.7% | -10.0% | -8.0% |
| 30D | -3.1% | +13.7% | -16.9% | -9.4% |
| 3M | -17.7% | +16.6% | -34.2% | -24.1% |
| 6M | -4.6% | +8.2% | -12.7% | -9.9% |
| YTD | +0.3% | +16.3% | -16.0% | -9.5% |
| 1Y | +11.7% | +19.1% | -7.4% | -0.6% |
| 3Y | +183.6% | +67.4% | +116.2% | +106.3% |
| 5Y | +141.0% | +71.0% | +70.0% | +70.4% |
| 10Y | +507.4% | +338.9% | +168.5% | +155.6% |
| All | +1,575.3% | +8,206.4% | -6,631.1% | +184.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling