+3.7%
GS vs COO
+4.0%
-0.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.9% | -2.3% | +4.3% |
| 7D | +0.3% | +8.4% | -8.1% | +1.4% |
| 30D | +3.9% | +13.5% | -9.6% | +5.7% |
| 3M | -11.4% | -13.8% | +2.3% | -15.7% |
| 6M | +3.7% | +4.7% | -1.0% | +6.8% |
| All | +3.7% | +4.0% | -0.3% | +6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling