+437.1%
GS vs CNC
+173.4%
+263.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +5.1% | -5.3% | +10.4% | +6.2% |
| 30D | +2.4% | +2.0% | +0.4% | +1.8% |
| 3M | -11.5% | +4.8% | -16.3% | -12.7% |
| 6M | -2.5% | +18.5% | -21.0% | -6.6% |
| YTD | +5.5% | +70.8% | -65.3% | -7.9% |
| 1Y | +11.0% | +94.1% | -83.1% | -5.9% |
| 3Y | +200.1% | -2.2% | +202.3% | +182.6% |
| 5Y | +154.7% | -7.4% | +162.1% | +138.0% |
| All | +437.1% | +173.4% | +263.7% | +292.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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