+667.7%
GOOGL vs GS
+474.9%
+192.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.8% | +0.3% | +1.3% |
| 7D | +1.6% | -0.1% | +1.7% | +1.5% |
| 30D | -16.8% | +3.7% | -20.5% | -18.2% |
| 3M | -14.6% | -10.0% | -4.6% | -11.0% |
| 6M | -24.4% | -1.0% | -23.4% | -25.1% |
| YTD | -6.1% | +7.0% | -13.0% | -10.8% |
| 1Y | +1.0% | +16.6% | -15.6% | -7.9% |
| 3Y | +123.4% | +204.4% | -81.0% | +27.6% |
| 5Y | +103.2% | +160.0% | -56.8% | +22.9% |
| 10Y | +667.7% | +458.9% | +208.9% | +244.1% |
| All | +667.7% | +474.9% | +192.8% | +244.1% |
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