+635.3%
GOOG vs GS
+502.4%
+132.9%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.7% | -3.9% | -1.3% |
| 7D | +2.9% | +0.8% | +2.0% | +2.4% |
| 30D | -17.8% | +1.2% | -19.0% | -18.4% |
| 3M | -19.0% | -12.4% | -6.6% | -14.6% |
| 6M | -27.9% | -2.3% | -25.5% | -28.1% |
| YTD | -8.7% | +4.6% | -13.3% | -12.4% |
| 1Y | +2.5% | +17.5% | -15.0% | -6.8% |
| 3Y | +119.2% | +202.0% | -82.8% | +26.0% |
| 5Y | +93.4% | +152.4% | -58.9% | +18.9% |
| 10Y | +635.3% | +478.5% | +156.8% | +252.7% |
| All | +635.3% | +502.4% | +132.9% | +252.7% |
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