+222.4%
GS vs COMP
-52.8%
+275.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +7.7% | -4.2% | +2.6% |
| 7D | +0.3% | +9.5% | -9.2% | -0.8% |
| 30D | +3.9% | +8.1% | -4.2% | +2.7% |
| 3M | -11.4% | -16.3% | +4.9% | -9.8% |
| 6M | +3.7% | +42.2% | -38.5% | -1.7% |
| YTD | +7.1% | -5.0% | +12.1% | +5.8% |
| 1Y | +19.7% | +20.1% | -0.4% | +14.9% |
| 3Y | +202.8% | +358.4% | -155.6% | +141.8% |
| 5Y | +156.7% | -21.9% | +178.6% | +135.5% |
| All | +222.4% | -52.8% | +275.1% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling