+438.8%
GS vs ALL
+377.9%
+60.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.1% |
| 7D | +5.9% | +5.0% | +0.8% | +3.1% |
| 30D | +4.3% | +13.3% | -9.0% | -2.6% |
| 3M | -11.7% | +3.2% | -14.8% | -13.6% |
| 6M | -3.2% | +25.3% | -28.5% | -16.7% |
| YTD | +5.8% | +30.5% | -24.7% | -12.0% |
| 1Y | +16.0% | +29.2% | -13.2% | -3.1% |
| 3Y | +199.8% | +119.1% | +80.6% | +72.4% |
| 5Y | +155.5% | +162.6% | -7.1% | +22.5% |
| All | +438.8% | +377.9% | +60.9% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 10y: compounded portfolio wealth divided by compounded ALL 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…
10y analysis · Full analysis span regression · 6 months rolling