+437.1%
GS vs EXPE
+126.2%
+310.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.6% |
| 7D | +5.1% | -4.2% | +9.3% | +6.4% |
| 30D | +2.4% | -4.5% | +7.0% | +3.2% |
| 3M | -11.5% | -19.7% | +8.2% | -6.6% |
| 6M | -2.5% | +18.3% | -20.8% | -9.4% |
| YTD | +5.5% | -7.3% | +12.8% | +3.7% |
| 1Y | +11.0% | -3.9% | +14.9% | +7.7% |
| 3Y | +200.1% | +123.0% | +77.1% | +112.5% |
| 5Y | +154.7% | +47.9% | +106.8% | +94.8% |
| All | +437.1% | +126.2% | +310.9% | +181.1% |
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