+13,507.3%
GOOGL vs GS
+1,577.2%
+11,930.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -2.3% | +0.9% | -3.2% | -2.6% |
| 30D | -6.6% | -1.6% | -5.0% | -6.0% |
| 3M | -8.9% | -4.5% | -4.5% | -7.8% |
| 6M | +11.9% | +20.9% | -9.0% | +3.1% |
| YTD | +8.3% | +19.9% | -11.5% | -0.4% |
| 1Y | +46.2% | +41.4% | +4.8% | +25.7% |
| 3Y | +151.9% | +239.2% | -87.3% | +50.5% |
| 5Y | +137.7% | +185.0% | -47.3% | +50.7% |
| 10Y | +757.6% | +655.0% | +102.6% | +257.6% |
| All | +13,507.3% | +1,577.2% | +11,930.1% | +3,205.0% |
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