+458.9%
GS vs EXPE
+121.2%
+337.7%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.5% | +1.1% |
| 7D | -0.1% | -17.8% | +17.6% | +5.6% |
| 30D | +3.7% | -3.2% | +6.9% | +4.1% |
| 3M | -10.0% | -19.0% | +9.0% | -5.3% |
| 6M | -1.0% | +17.7% | -18.7% | -7.8% |
| YTD | +7.0% | -7.8% | +14.8% | +5.3% |
| 1Y | +16.6% | -1.4% | +18.0% | +12.2% |
| 3Y | +204.4% | +121.9% | +82.5% | +116.0% |
| 5Y | +160.0% | +44.3% | +115.8% | +100.7% |
| 10Y | +458.9% | +125.4% | +333.5% | +196.1% |
| All | +458.9% | +121.2% | +337.7% | +196.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling