+12.1%
GS vs CP
+32.2%
-20.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | +0.1% |
| 7D | -3.2% | +2.8% | -6.0% | -3.9% |
| 30D | -2.4% | +10.2% | -12.6% | -4.9% |
| 3M | -15.7% | +2.4% | -18.1% | -16.2% |
| 6M | -6.8% | +7.7% | -14.4% | -9.2% |
| YTD | -0.1% | +26.0% | -26.0% | -6.8% |
| 1Y | +12.1% | +34.6% | -22.5% | -0.8% |
| All | +12.1% | +32.2% | -20.1% | -0.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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