+20.9%
GS vs EXC
-9.1%
+30.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | -0.4% |
| 7D | +0.9% | +0.3% | +0.7% | +1.0% |
| 30D | -1.6% | -3.7% | +2.2% | -3.1% |
| 3M | -4.5% | -1.3% | -3.2% | -5.2% |
| 6M | +20.9% | -9.7% | +30.6% | +18.2% |
| All | +20.9% | -9.1% | +30.0% | +18.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling