+457.2%
GS vs A
+312.5%
+144.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +1.0% |
| 7D | +1.6% | +1.4% | +0.2% | +1.0% |
| 30D | +1.7% | +4.3% | -2.6% | -0.2% |
| 3M | -11.6% | +19.8% | -31.4% | -19.1% |
| 6M | -1.9% | +54.4% | -56.3% | -21.7% |
| YTD | +5.1% | +31.7% | -26.6% | -9.6% |
| 1Y | +16.4% | +22.4% | -6.0% | +3.8% |
| 3Y | +199.0% | +67.7% | +131.3% | +119.0% |
| 5Y | +157.4% | +15.7% | +141.7% | +122.5% |
| 10Y | +457.2% | +308.7% | +148.5% | +155.6% |
| All | +457.2% | +312.5% | +144.8% | +155.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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