+19.7%
GS vs EXC
+1.0%
+18.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.6% | +1.9% | +4.0% |
| 7D | +0.3% | +3.3% | -3.0% | +1.2% |
| 30D | +3.9% | +13.3% | -9.4% | +7.7% |
| 3M | -11.4% | +1.8% | -13.3% | -11.5% |
| 6M | +3.7% | +1.1% | +2.6% | +3.6% |
| YTD | +7.1% | +9.0% | -1.9% | +8.5% |
| 1Y | +19.7% | +3.4% | +16.3% | +22.9% |
| All | +19.7% | +1.0% | +18.6% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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