+141.0%
GS vs A
+13.7%
+127.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -5.2% |
| 7D | -6.3% | -5.2% | -1.2% | -4.4% |
| 30D | -3.1% | +1.4% | -4.6% | -3.6% |
| 3M | -17.7% | +21.9% | -39.6% | -24.0% |
| 6M | -4.6% | +46.7% | -51.2% | -19.0% |
| YTD | +0.3% | +27.2% | -26.9% | -9.9% |
| 1Y | +11.7% | +17.9% | -6.2% | +3.5% |
| 3Y | +183.6% | +61.1% | +122.4% | +123.5% |
| 5Y | +141.0% | +13.8% | +127.1% | +98.1% |
| All | +141.0% | +13.7% | +127.3% | +98.1% |
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