+139.3%
GS vs CTVA
+74.6%
+64.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.8% | 0.0% |
| 7D | -3.2% | +2.2% | -5.4% | -3.8% |
| 30D | -2.4% | -17.6% | +15.2% | +3.6% |
| 3M | -15.7% | +3.4% | -19.2% | -17.8% |
| 6M | -6.8% | -2.6% | -4.2% | -8.0% |
| YTD | -0.1% | +19.1% | -19.2% | -9.5% |
| 1Y | +12.1% | +26.8% | -14.7% | -1.1% |
| 3Y | +185.8% | +63.9% | +121.9% | +124.4% |
| All | +139.3% | +74.6% | +64.8% | +68.2% |
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