+185.7%
GS vs EXPE
+111.8%
+73.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.7% | +0.5% |
| 7D | +0.9% | -9.5% | +10.5% | +3.3% |
| 30D | -1.6% | -6.6% | +5.1% | -0.2% |
| 3M | -4.5% | +31.4% | -35.9% | -11.5% |
| 6M | +20.9% | +35.2% | -14.3% | +10.1% |
| YTD | +19.9% | +5.8% | +14.1% | +15.7% |
| 1Y | +41.4% | +38.7% | +2.7% | +25.8% |
| 3Y | +239.2% | +175.8% | +63.4% | +145.4% |
| All | +185.7% | +111.8% | +73.9% | +111.3% |
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