+139.3%
GS vs EXPE
+43.3%
+96.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.5% | +0.8% |
| 7D | -3.2% | -9.3% | +6.1% | -1.1% |
| 30D | -2.4% | +0.1% | -2.6% | -2.9% |
| 3M | -15.7% | -15.3% | -0.4% | -13.1% |
| 6M | -6.8% | +5.5% | -12.2% | -9.8% |
| YTD | -0.1% | -8.0% | +7.9% | -1.0% |
| 1Y | +12.1% | +18.9% | -6.8% | +2.7% |
| 3Y | +185.8% | +135.5% | +50.2% | +111.1% |
| All | +139.3% | +43.3% | +96.0% | +93.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling