+92.9%
GOOGL vs GS
+138.4%
-45.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | +1.8% | -3.2% | +5.0% | +3.1% |
| 30D | -18.8% | -2.4% | -16.3% | -18.0% |
| 3M | -20.3% | -15.7% | -4.6% | -14.6% |
| 6M | -28.4% | -6.8% | -21.6% | -27.2% |
| YTD | -8.8% | -0.1% | -8.8% | -11.1% |
| 1Y | +0.3% | +12.1% | -11.8% | -7.6% |
| 3Y | +120.7% | +185.8% | -65.1% | +21.4% |
| All | +92.9% | +138.4% | -45.5% | +9.7% |
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 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