+486.7%
GS vs CNP
+138.0%
+348.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.1% |
| 7D | -3.2% | -4.2% | +1.0% | -1.6% |
| 30D | -2.4% | +5.5% | -7.9% | -4.6% |
| 3M | -15.7% | +0.6% | -16.3% | -16.2% |
| 6M | -6.8% | -2.8% | -3.9% | -6.4% |
| YTD | -0.1% | +7.9% | -7.9% | -4.5% |
| 1Y | +12.1% | +6.7% | +5.4% | +7.5% |
| 3Y | +185.8% | +61.1% | +124.6% | +124.8% |
| 5Y | +140.1% | +73.0% | +67.1% | +81.1% |
| All | +486.7% | +138.0% | +348.7% | +311.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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