+97.7%
GOOG vs GS
+154.8%
-57.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +3.0% | +5.9% | -2.8% | +0.5% |
| 30D | -14.9% | +4.3% | -19.2% | -16.6% |
| 3M | -14.9% | -11.7% | -3.2% | -10.6% |
| 6M | -26.6% | -3.2% | -23.4% | -26.6% |
| YTD | -6.6% | +5.8% | -12.4% | -11.1% |
| 1Y | +5.1% | +16.0% | -11.0% | -4.4% |
| 3Y | +121.0% | +199.8% | -78.8% | +19.6% |
| All | +97.7% | +154.8% | -57.2% | +9.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling