+1,482.5%
GS vs A
+535.2%
+947.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -23.8% |
| 6M | -4.6% | +46.7% | -51.2% | -18.4% |
| YTD | +0.3% | +27.2% | -26.9% | -9.7% |
| 1Y | +11.7% | +17.9% | -6.2% | +3.4% |
| 3Y | +183.6% | +61.1% | +122.4% | +129.3% |
| 5Y | +141.0% | +13.8% | +127.1% | +117.6% |
| 10Y | +507.4% | +318.8% | +188.6% | +238.2% |
| All | +1,482.5% | +535.2% | +947.3% | +499.0% |
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 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