+654.3%
GS vs COO
+49.3%
+605.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.7% |
| 7D | +0.9% | -2.2% | +3.2% | +1.9% |
| 30D | -1.6% | -7.0% | +5.4% | +1.3% |
| 3M | -4.5% | +12.2% | -16.7% | -10.3% |
| 6M | +20.9% | -15.1% | +36.0% | +28.3% |
| YTD | +19.9% | -15.1% | +35.0% | +27.2% |
| 1Y | +41.4% | +2.3% | +39.1% | +37.3% |
| 3Y | +239.2% | -23.7% | +262.8% | +262.0% |
| 5Y | +185.0% | -38.9% | +224.0% | +232.2% |
| All | +654.3% | +49.3% | +605.0% | +611.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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