+488.8%
GS vs FIVE
+566.1%
-77.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -5.3% |
| 7D | -6.3% | -1.7% | -4.6% | -5.9% |
| 30D | -3.1% | +14.9% | -18.1% | -6.5% |
| 3M | -17.7% | +7.6% | -25.3% | -19.5% |
| 6M | -4.6% | +6.4% | -11.0% | -7.2% |
| YTD | +0.3% | +28.1% | -27.8% | -7.3% |
| 1Y | +11.7% | +54.7% | -43.0% | -1.7% |
| 3Y | +183.6% | +36.1% | +147.5% | +141.0% |
| 5Y | +141.0% | +14.9% | +126.1% | +106.5% |
| All | +488.8% | +566.1% | -77.3% | +229.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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