+697.1%
GOOG vs GS
+458.3%
+238.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.2% | +1.2% |
| 7D | +1.2% | -0.1% | +1.3% | +1.1% |
| 30D | -16.7% | +3.7% | -20.4% | -18.2% |
| 3M | -15.2% | -10.0% | -5.2% | -11.6% |
| 6M | -24.8% | -1.0% | -23.8% | -25.4% |
| YTD | -7.2% | +7.0% | -14.2% | -11.9% |
| 1Y | -0.1% | +16.6% | -16.7% | -8.9% |
| 3Y | +118.8% | +204.4% | -85.6% | +24.7% |
| 5Y | +99.9% | +160.0% | -60.1% | +20.7% |
| All | +697.1% | +458.3% | +238.9% | +252.2% |
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