+185.7%
GS vs B
+153.8%
+31.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +0.9% | -1.6% | +2.5% | +1.2% |
| 30D | -1.6% | +9.4% | -11.0% | -3.1% |
| 3M | -4.5% | +5.0% | -9.5% | -5.6% |
| 6M | +20.9% | -3.5% | +24.4% | +20.4% |
| YTD | +19.9% | +4.5% | +15.4% | +17.8% |
| 1Y | +41.4% | +67.8% | -26.4% | +30.7% |
| 3Y | +239.2% | +196.7% | +42.5% | +189.4% |
| All | +185.7% | +153.8% | +31.9% | +135.5% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 5y: compounded portfolio wealth divided by compounded B 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…
5y analysis · Full analysis span regression · 6 months rolling