+486.7%
GS vs COP
+324.3%
+162.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.6% |
| 7D | -3.2% | -11.5% | +8.3% | +1.0% |
| 30D | -2.4% | +5.0% | -7.4% | -4.6% |
| 3M | -15.7% | +17.5% | -33.2% | -21.3% |
| 6M | -6.8% | +16.2% | -23.0% | -13.3% |
| YTD | -0.1% | +48.8% | -48.8% | -17.0% |
| 1Y | +12.1% | +64.1% | -52.0% | -10.8% |
| 3Y | +185.8% | +25.7% | +160.1% | +148.5% |
| 5Y | +140.1% | +114.4% | +25.7% | +57.7% |
| All | +486.7% | +324.3% | +162.4% | +158.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling