+437.1%
GS vs CPB
-40.8%
+477.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.3% |
| 7D | +5.1% | -5.8% | +10.9% | +5.6% |
| 30D | +2.4% | +16.5% | -14.0% | +1.2% |
| 3M | -11.5% | -1.1% | -10.4% | -11.6% |
| 6M | -2.5% | +11.5% | -14.0% | -3.9% |
| YTD | +5.5% | -15.7% | +21.2% | +6.7% |
| 1Y | +11.0% | -24.7% | +35.7% | +13.7% |
| 3Y | +200.1% | -37.3% | +237.4% | +211.1% |
| 5Y | +154.7% | -35.0% | +189.7% | +160.8% |
| All | +437.1% | -40.8% | +477.9% | +483.9% |
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