+457.2%
GS vs CNC
+158.9%
+298.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -0.1% |
| 7D | +1.6% | +4.0% | -2.4% | +0.6% |
| 30D | +1.7% | +7.4% | -5.7% | 0.0% |
| 3M | -11.6% | +5.4% | -17.0% | -12.9% |
| 6M | -1.9% | +25.4% | -27.3% | -7.1% |
| YTD | +5.1% | +70.6% | -65.5% | -8.1% |
| 1Y | +16.4% | +104.9% | -88.5% | -2.4% |
| 3Y | +199.0% | -2.3% | +201.3% | +181.7% |
| 5Y | +157.4% | -6.5% | +163.9% | +139.9% |
| 10Y | +457.2% | +153.3% | +304.0% | +327.8% |
| All | +457.2% | +158.9% | +298.4% | +327.8% |
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