+139.3%
GS vs A
+15.4%
+124.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.7% | -2.1% | -1.0% |
| 7D | -3.2% | -0.1% | -3.1% | -3.2% |
| 30D | -2.4% | +3.4% | -5.8% | -3.6% |
| 3M | -15.7% | +23.8% | -39.6% | -22.7% |
| 6M | -6.8% | +49.0% | -55.8% | -21.4% |
| YTD | -0.1% | +29.4% | -29.5% | -10.8% |
| 1Y | +12.1% | +19.4% | -7.3% | +3.4% |
| 3Y | +185.8% | +66.2% | +119.6% | +122.3% |
| All | +139.3% | +15.4% | +124.0% | +95.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling