+1,327.9%
GS vs FIVE
+868.1%
+459.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | -1.1% |
| 7D | +0.9% | +4.3% | -3.3% | -0.1% |
| 30D | -1.6% | +12.5% | -14.1% | -4.4% |
| 3M | -4.5% | +31.2% | -35.7% | -10.7% |
| 6M | +20.9% | +14.4% | +6.5% | +15.7% |
| YTD | +19.9% | +33.9% | -14.0% | +10.7% |
| 1Y | +41.4% | +65.1% | -23.6% | +23.8% |
| 3Y | +239.2% | +49.0% | +190.2% | +185.7% |
| 5Y | +185.0% | +30.3% | +154.7% | +139.2% |
| 10Y | +655.0% | +481.1% | +173.9% | +339.9% |
| All | +1,327.9% | +868.1% | +459.8% | +641.5% |
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