+1,710.5%
GS vs CPB
+29.9%
+1,680.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.7% | -7.1% | -6.5% |
| 7D | -6.3% | +11.6% | -17.9% | -8.8% |
| 30D | -3.1% | +23.3% | -26.5% | -8.1% |
| 3M | -17.7% | +1.6% | -19.3% | -18.5% |
| 6M | -4.6% | +13.9% | -18.5% | -8.7% |
| YTD | +0.3% | -11.7% | +12.0% | +1.7% |
| 1Y | +11.7% | -18.2% | +29.9% | +15.4% |
| 3Y | +183.6% | -35.2% | +218.7% | +205.3% |
| 5Y | +141.0% | -30.5% | +171.5% | +149.7% |
| 10Y | +507.4% | -37.1% | +544.6% | +516.5% |
| All | +1,710.5% | +29.9% | +1,680.7% | +1,348.9% |
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 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