+141.0%
GS vs EXC
+43.9%
+97.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.5% |
| 7D | -6.3% | +1.4% | -7.7% | -6.5% |
| 30D | -3.1% | +11.6% | -14.8% | -4.8% |
| 3M | -17.7% | +2.7% | -20.3% | -18.0% |
| 6M | -4.6% | +2.7% | -7.2% | -5.3% |
| YTD | +0.3% | +9.7% | -9.4% | -2.3% |
| 1Y | +11.7% | +4.5% | +7.2% | +10.1% |
| 3Y | +183.6% | +28.5% | +155.1% | +159.9% |
| 5Y | +141.0% | +43.9% | +97.0% | +106.8% |
| All | +141.0% | +43.9% | +97.1% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling