+2,064.0%
GS vs EXC
+589.9%
+1,474.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.5% |
| 7D | +0.9% | +0.3% | +0.7% | +0.8% |
| 30D | -1.6% | -3.7% | +2.2% | -0.2% |
| 3M | -4.5% | -1.3% | -3.2% | -4.5% |
| 6M | +20.9% | -9.7% | +30.6% | +24.8% |
| YTD | +19.9% | +2.9% | +17.0% | +16.9% |
| 1Y | +41.4% | +4.4% | +37.0% | +36.8% |
| 3Y | +239.2% | +22.2% | +216.9% | +201.4% |
| 5Y | +185.0% | +46.7% | +138.3% | +131.0% |
| 10Y | +655.0% | +155.3% | +499.6% | +371.9% |
| All | +2,064.0% | +589.9% | +1,474.1% | +1,193.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling