-4.6%
GS vs A
+49.4%
-53.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.0% | -3.3% | -5.9% |
| 7D | -6.3% | -5.2% | -1.2% | -5.6% |
| 30D | -3.1% | +1.4% | -4.6% | -3.0% |
| 3M | -17.7% | +21.9% | -39.6% | -18.7% |
| 6M | -4.6% | +46.7% | -51.2% | -6.8% |
| All | -4.6% | +49.4% | -53.9% | -6.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling