+186.8%
GS vs A
+61.4%
+125.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -5.3% |
| 7D | -6.3% | -5.2% | -1.2% | -4.5% |
| 30D | -3.1% | +1.4% | -4.6% | -3.5% |
| 3M | -17.7% | +21.9% | -39.6% | -23.5% |
| 6M | -4.6% | +46.7% | -51.2% | -18.0% |
| YTD | +0.3% | +27.2% | -26.9% | -8.9% |
| 1Y | +11.7% | +17.9% | -6.2% | +4.6% |
| All | +186.8% | +61.4% | +125.4% | +144.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling