+11,908.8%
GOOGL vs GS
+1,375.3%
+10,533.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.4% | +3.2% | +2.3% |
| 7D | +5.7% | +5.1% | +0.6% | +3.6% |
| 30D | -15.6% | +2.4% | -18.0% | -16.5% |
| 3M | -13.0% | -11.5% | -1.5% | -9.1% |
| 6M | -22.8% | -2.5% | -20.3% | -22.9% |
| YTD | -4.4% | +5.5% | -9.8% | -7.9% |
| 1Y | +4.5% | +11.0% | -6.6% | -1.5% |
| 3Y | +127.4% | +200.1% | -72.6% | +42.2% |
| 5Y | +102.8% | +154.7% | -51.9% | +34.2% |
| 10Y | +681.5% | +450.9% | +230.6% | +266.4% |
| All | +11,908.8% | +1,375.3% | +10,533.5% | +2,956.0% |
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