+1,704.0%
GS vs CPB
+29.8%
+1,674.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.1% |
| 7D | -3.2% | +8.0% | -11.2% | -5.0% |
| 30D | -2.4% | +22.4% | -24.8% | -7.2% |
| 3M | -15.7% | +3.8% | -19.6% | -17.0% |
| 6M | -6.8% | +13.7% | -20.4% | -10.8% |
| YTD | -0.1% | -11.7% | +11.6% | +1.3% |
| 1Y | +12.1% | -18.1% | +30.2% | +15.7% |
| 3Y | +185.8% | -34.7% | +220.5% | +207.0% |
| 5Y | +140.1% | -30.6% | +170.6% | +148.8% |
| 10Y | +505.2% | -37.1% | +542.4% | +514.3% |
| All | +1,704.0% | +29.8% | +1,674.2% | +1,343.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling