+559.1%
AMZN vs GS
+657.1%
-98.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -3.0% | +0.9% | -3.9% | -3.3% |
| 30D | -5.2% | -1.6% | -3.6% | -4.7% |
| 3M | +1.9% | -4.5% | +6.3% | +3.0% |
| 6M | +19.2% | +20.9% | -1.6% | +8.9% |
| YTD | +12.0% | +19.9% | -7.9% | +2.1% |
| 1Y | +9.7% | +41.4% | -31.7% | -7.1% |
| 3Y | +87.2% | +239.2% | -152.0% | +9.4% |
| 5Y | +48.7% | +185.0% | -136.4% | -8.5% |
| All | +559.1% | +657.1% | -98.0% | +191.5% |
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