+1,833.6%
GS vs CP
+5,603.0%
-3,769.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +3.5% | +0.1% | +1.6% |
| 7D | +0.3% | +5.6% | -5.3% | -2.7% |
| 30D | +3.9% | +10.0% | -6.2% | -1.6% |
| 3M | -11.4% | +4.4% | -15.8% | -13.7% |
| 6M | +3.7% | +14.1% | -10.4% | -4.3% |
| YTD | +7.1% | +29.1% | -21.9% | -8.3% |
| 1Y | +19.7% | +34.6% | -14.9% | +0.1% |
| 3Y | +202.8% | +29.8% | +173.1% | +154.2% |
| 5Y | +156.7% | +28.7% | +128.0% | +112.9% |
| 10Y | +548.7% | +267.3% | +281.4% | +198.8% |
| All | +1,833.6% | +5,603.0% | -3,769.4% | +152.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling