+457.2%
GS vs CPB
-40.9%
+498.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | +1.6% | +2.9% | -1.3% | +1.3% |
| 30D | +1.7% | +17.6% | -15.9% | +0.3% |
| 3M | -11.6% | +2.0% | -13.6% | -11.9% |
| 6M | -1.9% | +11.6% | -13.5% | -3.3% |
| YTD | +5.1% | -13.8% | +18.8% | +6.1% |
| 1Y | +16.4% | -21.6% | +38.0% | +18.8% |
| 3Y | +199.0% | -35.8% | +234.8% | +209.5% |
| 5Y | +157.4% | -33.3% | +190.7% | +163.0% |
| 10Y | +457.2% | -39.4% | +496.7% | +503.1% |
| All | +457.2% | -40.9% | +498.1% | +503.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling