+438.8%
GS vs EXC
+205.3%
+233.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.4% | -1.0% | -0.2% |
| 7D | +5.9% | +1.4% | +4.5% | +5.3% |
| 30D | +4.3% | +8.6% | -4.3% | +1.0% |
| 3M | -11.7% | +2.4% | -14.1% | -12.6% |
| 6M | -3.2% | +6.5% | -9.6% | -6.1% |
| YTD | +5.8% | +9.0% | -3.2% | +0.7% |
| 1Y | +16.0% | +4.6% | +11.4% | +12.2% |
| 3Y | +199.8% | +33.5% | +166.3% | +154.6% |
| 5Y | +155.5% | +41.4% | +114.1% | +106.6% |
| All | +438.8% | +205.3% | +233.5% | +270.5% |
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