+243.0%
GS vs EQIX
+43.5%
+199.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.5% | +0.2% |
| 7D | +0.9% | -0.8% | +1.7% | +1.2% |
| 30D | -1.6% | -1.4% | -0.1% | -1.2% |
| 3M | -4.5% | -4.4% | 0.0% | -3.2% |
| 6M | +20.9% | +7.9% | +12.9% | +17.6% |
| YTD | +19.9% | +37.3% | -17.4% | +6.2% |
| 1Y | +41.4% | +37.8% | +3.6% | +24.9% |
| All | +243.0% | +43.5% | +199.4% | +198.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling