+141.0%
GS vs COO
-39.4%
+180.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.4% | -5.0% | -5.9% |
| 7D | -6.3% | +5.3% | -11.6% | -7.8% |
| 30D | -3.1% | +12.5% | -15.7% | -6.7% |
| 3M | -17.7% | -15.1% | -2.5% | -13.7% |
| 6M | -4.6% | +3.7% | -8.2% | -7.8% |
| YTD | +0.3% | -22.5% | +22.8% | +8.2% |
| 1Y | +11.7% | -7.8% | +19.5% | +12.8% |
| 3Y | +183.6% | -24.1% | +207.7% | +195.9% |
| 5Y | +141.0% | -40.1% | +181.1% | +168.1% |
| All | +141.0% | -39.4% | +180.4% | +168.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling