+1,710.5%
GS vs COP
+1,524.9%
+185.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.1% | -5.3% | -5.9% |
| 7D | -6.3% | -9.7% | +3.4% | -2.4% |
| 30D | -3.1% | +4.7% | -7.9% | -5.6% |
| 3M | -17.7% | +18.5% | -36.2% | -24.4% |
| 6M | -4.6% | +11.4% | -16.0% | -10.9% |
| YTD | +0.3% | +47.9% | -47.6% | -18.9% |
| 1Y | +11.7% | +59.3% | -47.6% | -13.0% |
| 3Y | +183.6% | +23.6% | +160.0% | +142.5% |
| 5Y | +141.0% | +113.1% | +27.9% | +50.3% |
| 10Y | +507.4% | +329.1% | +178.3% | +136.5% |
| All | +1,710.5% | +1,524.9% | +185.7% | +358.5% |
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 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