+155.6%
GS vs CTVA
+34.7%
+120.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.6% | -2.3% | -0.4% |
| 7D | +5.9% | -20.8% | +26.6% | +11.8% |
| 30D | +4.3% | -29.6% | +33.9% | +14.2% |
| 3M | -11.7% | -16.9% | +5.2% | -9.5% |
| 6M | -3.2% | -24.3% | +21.1% | +1.7% |
| YTD | +5.8% | -5.6% | +11.4% | +1.1% |
| 1Y | +16.0% | -4.2% | +20.2% | +10.1% |
| 3Y | +199.8% | +43.3% | +156.5% | +137.6% |
| All | +155.6% | +34.7% | +120.9% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 5y: compounded portfolio wealth divided by compounded CTVA 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…
5y analysis · Full analysis span regression · 6 months rolling