+654.3%
GS vs ALL
+370.7%
+283.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.8% |
| 7D | +0.9% | 0.0% | +0.9% | +0.9% |
| 30D | -1.6% | -1.5% | -0.1% | -1.1% |
| 3M | -4.5% | +23.6% | -28.1% | -16.8% |
| 6M | +20.9% | +22.3% | -1.5% | +5.5% |
| YTD | +19.9% | +26.5% | -6.6% | +1.7% |
| 1Y | +41.4% | +27.0% | +14.4% | +19.0% |
| 3Y | +239.2% | +149.6% | +89.6% | +77.8% |
| 5Y | +185.0% | +118.1% | +67.0% | +56.8% |
| All | +654.3% | +370.7% | +283.6% | +126.6% |
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