+642.6%
GS vs CNC
+93.1%
+549.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.7% | +3.5% | +0.5% |
| 7D | +3.4% | -1.0% | +4.4% | +3.6% |
| 30D | +0.2% | -1.8% | +2.0% | +0.4% |
| 3M | -0.3% | -0.7% | +0.4% | -0.5% |
| 6M | +27.4% | +47.9% | -20.6% | +16.3% |
| YTD | +19.6% | +56.9% | -37.3% | +7.5% |
| 1Y | +42.5% | +123.9% | -81.5% | +17.5% |
| 3Y | +240.4% | -1.3% | +241.7% | +218.2% |
| 5Y | +188.9% | +2.8% | +186.2% | +159.2% |
| 10Y | +642.6% | +90.9% | +551.7% | +523.4% |
| All | +642.6% | +93.1% | +549.4% | +523.4% |
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