+141.0%
GS vs FIVE
+15.3%
+125.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.3% | -2.1% | -5.6% |
| 7D | -6.3% | -1.7% | -4.6% | -6.0% |
| 30D | -3.1% | +14.9% | -18.1% | -5.6% |
| 3M | -17.7% | +7.6% | -25.3% | -19.0% |
| 6M | -4.6% | +6.4% | -11.0% | -6.4% |
| YTD | +0.3% | +28.1% | -27.8% | -5.3% |
| 1Y | +11.7% | +54.7% | -43.0% | +1.7% |
| 3Y | +183.6% | +36.1% | +147.5% | +151.8% |
| 5Y | +141.0% | +14.9% | +126.1% | +113.6% |
| All | +141.0% | +15.3% | +125.7% | +113.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling