+139.3%
GS vs CPB
-31.3%
+170.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.4% |
| 7D | -3.2% | +8.0% | -11.2% | -3.3% |
| 30D | -2.4% | +22.4% | -24.8% | -2.5% |
| 3M | -15.7% | +2.5% | -18.3% | -15.7% |
| 6M | -6.8% | +12.2% | -19.0% | -7.2% |
| YTD | -0.1% | -12.8% | +12.8% | +0.6% |
| 1Y | +12.1% | -19.2% | +31.3% | +13.3% |
| 3Y | +185.8% | -35.6% | +221.3% | +191.3% |
| All | +139.3% | -31.3% | +170.7% | +136.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling