+16.0%
GS vs ALL
+30.2%
-14.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | 0.0% | +0.4% |
| 7D | +5.9% | +5.0% | +0.8% | +7.1% |
| 30D | +4.3% | +13.3% | -9.0% | +8.1% |
| 3M | -11.7% | +3.2% | -14.8% | -11.1% |
| 6M | -3.2% | +25.3% | -28.5% | +2.3% |
| YTD | +5.8% | +30.5% | -24.7% | +11.8% |
| 1Y | +16.0% | +29.2% | -13.2% | +22.9% |
| All | +16.0% | +30.2% | -14.1% | +22.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling