+620.3%
AMZN vs GS
+474.9%
+145.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.8% | -3.6% | -2.5% |
| 7D | +0.1% | -0.1% | +0.2% | 0.0% |
| 30D | +2.6% | +3.7% | -1.1% | +1.0% |
| 3M | -2.2% | -10.0% | +7.7% | +1.8% |
| 6M | -1.0% | -1.0% | -0.1% | -1.8% |
| YTD | +15.3% | +7.0% | +8.3% | +9.9% |
| 1Y | +6.9% | +16.6% | -9.8% | -2.1% |
| 3Y | +85.4% | +204.4% | -119.0% | +12.4% |
| 5Y | +53.3% | +160.0% | -106.7% | -2.5% |
| 10Y | +620.3% | +458.9% | +161.5% | +257.5% |
| All | +620.3% | +474.9% | +145.4% | +257.5% |
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