+11.7%
GS vs COMP
+11.9%
-0.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -8.2% | +1.8% | -4.8% |
| 7D | -6.3% | -1.8% | -4.5% | -5.9% |
| 30D | -3.1% | -0.8% | -2.4% | -3.2% |
| 3M | -17.7% | -28.1% | +10.5% | -12.9% |
| 6M | -4.6% | +27.0% | -31.6% | -10.5% |
| YTD | +0.3% | -12.8% | +13.1% | +0.2% |
| 1Y | +11.7% | +4.9% | +6.8% | +8.7% |
| All | +11.7% | +11.9% | -0.2% | +8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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