+243.0%
GS vs COO
-23.4%
+266.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.5% | +1.6% | +0.4% |
| 7D | +0.9% | -2.2% | +3.2% | +1.5% |
| 30D | -1.6% | -7.0% | +5.4% | +0.2% |
| 3M | -4.5% | +12.2% | -16.7% | -8.5% |
| 6M | +20.9% | -15.1% | +36.0% | +26.5% |
| YTD | +19.9% | -15.1% | +35.0% | +25.5% |
| 1Y | +41.4% | +2.3% | +39.1% | +39.4% |
| All | +243.0% | -23.4% | +266.4% | +237.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling