+7,131.0%
AMZN vs GS
+1,903.9%
+5,227.2%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -3.0% | +0.9% | -3.9% | -3.4% |
| 30D | -5.2% | -1.6% | -3.6% | -4.6% |
| 3M | +1.9% | -4.5% | +6.3% | +3.1% |
| 6M | +19.2% | +20.9% | -1.6% | +7.7% |
| YTD | +12.0% | +19.9% | -7.9% | +0.9% |
| 1Y | +9.7% | +41.4% | -31.7% | -8.9% |
| 3Y | +87.2% | +239.2% | -152.0% | +1.5% |
| 5Y | +48.7% | +185.0% | -136.4% | -12.8% |
| 10Y | +569.3% | +655.0% | -85.6% | +125.7% |
| All | +7,131.0% | +1,903.9% | +5,227.2% | +879.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling