+437.1%
GS vs CTAS
+817.6%
-380.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | +5.1% | +0.5% | +4.6% | +4.9% |
| 30D | +2.4% | +10.2% | -7.8% | -2.9% |
| 3M | -11.5% | +12.1% | -23.6% | -17.0% |
| 6M | -2.5% | +38.3% | -40.8% | -19.8% |
| YTD | +5.5% | +21.9% | -16.4% | -7.3% |
| 1Y | +11.0% | +24.0% | -13.0% | -3.5% |
| 3Y | +200.1% | +75.1% | +124.9% | +109.0% |
| 5Y | +154.7% | +116.9% | +37.8% | +53.7% |
| All | +437.1% | +817.6% | -380.5% | +54.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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