+486.7%
GS vs EXC
+175.8%
+310.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.3% |
| 7D | -3.2% | -1.2% | -2.0% | -2.8% |
| 30D | -2.4% | +10.0% | -12.4% | -5.8% |
| 3M | -15.7% | +1.6% | -17.4% | -16.4% |
| 6M | -6.8% | +3.3% | -10.0% | -8.5% |
| YTD | -0.1% | +7.6% | -7.6% | -4.2% |
| 1Y | +12.1% | +3.5% | +8.6% | +9.0% |
| 3Y | +185.8% | +27.7% | +158.1% | +148.8% |
| 5Y | +140.1% | +41.1% | +99.0% | +95.4% |
| All | +486.7% | +175.8% | +310.9% | +331.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling