+243.0%
GS vs EXC
+22.2%
+220.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | 0.0% |
| 7D | +0.9% | +0.3% | +0.7% | +0.9% |
| 30D | -1.6% | -3.7% | +2.2% | -1.6% |
| 3M | -4.5% | -1.3% | -3.2% | -4.7% |
| 6M | +20.9% | -9.7% | +30.6% | +21.0% |
| YTD | +19.9% | +2.9% | +17.0% | +18.9% |
| 1Y | +41.4% | +4.4% | +37.0% | +39.9% |
| All | +243.0% | +22.2% | +220.8% | +217.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling