+2,064.0%
GS vs CP
+5,421.2%
-3,357.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.3% | -0.3% | -0.1% |
| 7D | +0.9% | -2.7% | +3.6% | +2.4% |
| 30D | -1.6% | +0.2% | -1.7% | -1.7% |
| 3M | -4.5% | +2.6% | -7.0% | -6.3% |
| 6M | +20.9% | +6.0% | +14.9% | +16.2% |
| YTD | +19.9% | +24.9% | -5.0% | +4.7% |
| 1Y | +41.4% | +20.1% | +21.3% | +25.9% |
| 3Y | +239.2% | +16.4% | +222.8% | +202.7% |
| 5Y | +185.0% | +31.7% | +153.3% | +133.5% |
| 10Y | +655.0% | +223.9% | +431.1% | +271.6% |
| All | +2,064.0% | +5,421.2% | -3,357.1% | +188.0% |
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