+2,064.0%
GS vs CPB
+18.5%
+2,045.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +0.9% |
| 7D | +0.9% | -8.6% | +9.5% | +3.0% |
| 30D | -1.6% | -7.2% | +5.7% | 0.0% |
| 3M | -4.5% | +0.9% | -5.4% | -5.5% |
| 6M | +20.9% | -11.8% | +32.7% | +23.4% |
| YTD | +19.9% | -19.4% | +39.3% | +24.7% |
| 1Y | +41.4% | -30.4% | +71.8% | +52.2% |
| 3Y | +239.2% | -40.2% | +279.3% | +272.8% |
| 5Y | +185.0% | -39.5% | +224.5% | +207.2% |
| 10Y | +655.0% | -47.4% | +702.3% | +711.0% |
| All | +2,064.0% | +18.5% | +2,045.5% | +1,676.5% |
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