+243.0%
GS vs FIVE
+50.0%
+192.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.7% |
| 7D | +0.9% | +4.3% | -3.3% | +0.3% |
| 30D | -1.6% | +12.5% | -14.1% | -3.3% |
| 3M | -4.5% | +31.2% | -35.7% | -8.4% |
| 6M | +20.9% | +14.4% | +6.5% | +17.8% |
| YTD | +19.9% | +33.9% | -14.0% | +14.1% |
| 1Y | +41.4% | +65.1% | -23.6% | +30.3% |
| All | +243.0% | +50.0% | +192.9% | +175.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling