+141.0%
GS vs COP
+115.6%
+25.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -6.1% |
| 7D | -6.3% | -9.7% | +3.4% | -4.3% |
| 30D | -3.1% | +4.7% | -7.9% | -4.5% |
| 3M | -17.7% | +18.5% | -36.2% | -21.4% |
| 6M | -4.6% | +11.4% | -16.0% | -7.9% |
| YTD | +0.3% | +47.9% | -47.6% | -12.4% |
| 1Y | +11.7% | +59.3% | -47.6% | -4.9% |
| 3Y | +183.6% | +23.6% | +160.0% | +156.5% |
| 5Y | +141.0% | +113.1% | +27.9% | +72.5% |
| All | +141.0% | +115.6% | +25.3% | +72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling