+185.7%
GS vs FIVE
+31.2%
+154.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -0.9% |
| 7D | +0.9% | +4.3% | -3.3% | +0.1% |
| 30D | -1.6% | +12.5% | -14.1% | -3.9% |
| 3M | -4.5% | +31.2% | -35.7% | -9.5% |
| 6M | +20.9% | +14.4% | +6.5% | +16.8% |
| YTD | +19.9% | +33.9% | -14.0% | +12.3% |
| 1Y | +41.4% | +65.1% | -23.6% | +26.9% |
| 3Y | +239.2% | +49.0% | +190.2% | +194.8% |
| All | +185.7% | +31.2% | +154.5% | +143.5% |
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