+19.7%
GS vs COP
+61.7%
-42.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -5.2% | +8.7% | +2.4% |
| 7D | +0.3% | -8.1% | +8.4% | -1.5% |
| 30D | +3.9% | +6.7% | -2.8% | +5.3% |
| 3M | -11.4% | +16.9% | -28.3% | -7.8% |
| 6M | +3.7% | +11.2% | -7.5% | +7.3% |
| YTD | +7.1% | +49.5% | -42.4% | +9.2% |
| 1Y | +19.7% | +60.7% | -41.0% | +22.1% |
| All | +19.7% | +61.7% | -42.0% | +22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 1y: compounded portfolio wealth divided by compounded COP 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…
1y analysis · Full analysis span regression · 6 months rolling