+654.3%
GS vs CPB
-47.3%
+701.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.3% |
| 7D | +0.9% | -8.6% | +9.5% | +1.6% |
| 30D | -1.6% | -7.2% | +5.7% | -1.1% |
| 3M | -4.5% | +0.9% | -5.4% | -4.9% |
| 6M | +20.9% | -11.8% | +32.7% | +21.9% |
| YTD | +19.9% | -19.4% | +39.3% | +21.8% |
| 1Y | +41.4% | -30.4% | +71.8% | +45.8% |
| 3Y | +239.2% | -40.2% | +279.3% | +253.2% |
| 5Y | +185.0% | -39.5% | +224.5% | +194.2% |
| All | +654.3% | -47.3% | +701.6% | +707.6% |
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