+457.2%
GS vs COO
+38.3%
+418.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.7% |
| 7D | +1.6% | +4.5% | -2.9% | -0.1% |
| 30D | +1.7% | +16.9% | -15.3% | -4.6% |
| 3M | -11.6% | -16.7% | +5.1% | -5.7% |
| 6M | -1.9% | +5.9% | -7.9% | -6.8% |
| YTD | +5.1% | -22.4% | +27.5% | +14.6% |
| 1Y | +16.4% | -10.1% | +26.5% | +18.7% |
| 3Y | +199.0% | -22.8% | +221.7% | +212.4% |
| 5Y | +157.4% | -41.4% | +198.8% | +201.1% |
| 10Y | +457.2% | +41.3% | +416.0% | +446.8% |
| All | +457.2% | +38.3% | +418.9% | +446.8% |
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