+15.9%
GS vs EXC
+2.5%
+13.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.1% | +4.6% | +4.7% |
| 7D | +0.8% | -1.7% | +2.6% | +0.3% |
| 30D | +1.2% | +9.3% | -8.1% | +3.9% |
| 3M | -12.4% | +1.0% | -13.4% | -12.5% |
| 6M | -2.3% | +5.9% | -8.3% | -1.0% |
| YTD | +4.6% | +7.6% | -3.0% | +5.6% |
| All | +15.9% | +2.5% | +13.4% | +18.4% |
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