+773.3%
GOOG vs GS
+652.7%
+120.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | +0.1% |
| 7D | +1.1% | +3.4% | -2.3% | -0.4% |
| 30D | -5.1% | +0.2% | -5.2% | -5.2% |
| 3M | -7.1% | -0.3% | -6.8% | -7.5% |
| 6M | +12.7% | +27.4% | -14.7% | +0.4% |
| YTD | +7.1% | +19.6% | -12.6% | -2.7% |
| 1Y | +43.6% | +42.5% | +1.1% | +20.4% |
| 3Y | +146.8% | +240.4% | -93.7% | +35.4% |
| 5Y | +133.7% | +188.9% | -55.2% | +36.0% |
| 10Y | +773.3% | +642.6% | +130.8% | +240.6% |
| All | +773.3% | +652.7% | +120.6% | +240.6% |
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