+2,064.0%
GS vs COP
+1,510.5%
+553.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.5% |
| 7D | +0.9% | +3.0% | -2.1% | -0.4% |
| 30D | -1.6% | +17.5% | -19.1% | -8.6% |
| 3M | -4.5% | +13.4% | -17.8% | -10.5% |
| 6M | +20.9% | +17.7% | +3.1% | +9.8% |
| YTD | +19.9% | +46.6% | -26.7% | -2.0% |
| 1Y | +41.4% | +44.6% | -3.2% | +15.6% |
| 3Y | +239.2% | +20.7% | +218.5% | +194.1% |
| 5Y | +185.0% | +185.0% | 0.0% | +55.3% |
| 10Y | +655.0% | +347.0% | +308.0% | +188.1% |
| All | +2,064.0% | +1,510.5% | +553.6% | +454.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling