+11,368.7%
GOOG vs GS
+1,298.2%
+10,070.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +2.1% | -3.2% | +5.3% | +3.3% |
| 30D | -18.3% | -2.4% | -15.9% | -17.6% |
| 3M | -20.3% | -15.7% | -4.6% | -15.1% |
| 6M | -28.1% | -6.8% | -21.3% | -26.8% |
| YTD | -9.3% | -0.1% | -9.3% | -10.8% |
| 1Y | -0.2% | +12.1% | -12.3% | -6.3% |
| 3Y | +118.0% | +185.8% | -67.7% | +39.0% |
| 5Y | +92.1% | +140.1% | -48.0% | +30.0% |
| 10Y | +652.3% | +505.2% | +147.0% | +240.8% |
| All | +11,368.7% | +1,298.2% | +10,070.6% | +2,881.4% |
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