+452.7%
GS vs EQIX
+253.8%
+198.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.9% |
| 7D | -3.2% | -0.1% | -3.1% | -3.1% |
| 30D | -2.4% | -1.8% | -0.6% | -1.8% |
| 3M | -15.7% | -3.4% | -12.4% | -14.9% |
| 6M | -6.8% | -6.0% | -0.8% | -5.1% |
| YTD | -0.1% | +34.2% | -34.3% | -9.9% |
| 1Y | +12.1% | +26.2% | -14.2% | +3.1% |
| 3Y | +185.8% | +41.7% | +144.1% | +150.1% |
| 5Y | +140.1% | +43.1% | +97.0% | +104.8% |
| All | +452.7% | +253.8% | +198.9% | +317.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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