+141.0%
GS vs CP
+27.2%
+113.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -6.0% |
| 7D | -6.3% | +6.1% | -12.4% | -9.0% |
| 30D | -3.1% | +9.8% | -12.9% | -7.5% |
| 3M | -17.7% | +2.7% | -20.4% | -18.8% |
| 6M | -4.6% | +12.8% | -17.3% | -10.8% |
| YTD | +0.3% | +28.2% | -27.9% | -12.8% |
| 1Y | +11.7% | +34.1% | -22.4% | -5.2% |
| 3Y | +183.6% | +28.9% | +154.7% | +140.0% |
| 5Y | +141.0% | +27.1% | +113.9% | +100.3% |
| All | +141.0% | +27.2% | +113.8% | +100.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling