+1,791.5%
GS vs A
+457.0%
+1,334.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.2% |
| 7D | +0.9% | -1.9% | +2.9% | +1.7% |
| 30D | -1.6% | +6.9% | -8.5% | -4.2% |
| 3M | -4.5% | +9.2% | -13.7% | -8.0% |
| 6M | +20.9% | +25.7% | -4.8% | +9.7% |
| YTD | +19.9% | +11.5% | +8.4% | +13.6% |
| 1Y | +41.4% | +18.4% | +23.1% | +30.4% |
| 3Y | +239.2% | +26.6% | +212.6% | +200.3% |
| 5Y | +185.0% | -12.8% | +197.9% | +184.5% |
| 10Y | +655.0% | +247.2% | +407.8% | +350.7% |
| All | +1,791.5% | +457.0% | +1,334.4% | +653.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling