+1,175.8%
GS vs FIVE
+867.4%
+308.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +6.7% | -3.1% | +2.0% |
| 7D | +0.3% | +7.5% | -7.2% | -1.4% |
| 30D | +3.9% | +16.7% | -12.8% | +0.2% |
| 3M | -11.4% | +13.4% | -24.8% | -14.3% |
| 6M | +3.7% | +9.0% | -5.4% | +0.4% |
| YTD | +7.1% | +33.8% | -26.7% | -1.3% |
| 1Y | +19.7% | +61.2% | -41.5% | +5.6% |
| 3Y | +202.8% | +42.1% | +160.7% | +158.0% |
| 5Y | +156.7% | +21.4% | +135.3% | +119.5% |
| 10Y | +548.7% | +609.1% | -60.4% | +266.7% |
| All | +1,175.8% | +867.4% | +308.4% | +561.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling