+629.7%
AMZN vs GS
+475.4%
+154.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.0% | +1.3% |
| 7D | +8.0% | +1.6% | +6.5% | +7.3% |
| 30D | +3.2% | +1.7% | +1.6% | +2.5% |
| 3M | -2.6% | -11.6% | +9.0% | +2.2% |
| 6M | -0.7% | -1.9% | +1.2% | -1.0% |
| YTD | +17.4% | +5.1% | +12.3% | +12.7% |
| 1Y | +9.0% | +16.4% | -7.4% | 0.0% |
| 3Y | +88.7% | +199.0% | -110.3% | +15.3% |
| 5Y | +55.6% | +157.4% | -101.8% | -0.5% |
| 10Y | +629.7% | +457.2% | +172.5% | +272.3% |
| All | +629.7% | +475.4% | +154.3% | +272.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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