+2,064.0%
GS vs CTAS
+2,269.9%
-205.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.9% | -1.8% | +2.8% | +1.9% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | -4.5% | +11.7% | -16.2% | -11.2% |
| 6M | +20.9% | +0.7% | +20.2% | +18.3% |
| YTD | +19.9% | +7.4% | +12.5% | +13.2% |
| 1Y | +41.4% | -2.1% | +43.5% | +39.9% |
| 3Y | +239.2% | +62.9% | +176.2% | +151.6% |
| 5Y | +185.0% | +111.9% | +73.2% | +81.4% |
| 10Y | +655.0% | +652.2% | +2.8% | +136.9% |
| All | +2,064.0% | +2,269.9% | -205.8% | +226.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling